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How do investors' expectations drive asset prices?

Lüders, Erik; Peisl, Bernhard - 2001

Asset price processes are completely described by information processes and investors' preferences. In this paper we … stochastic volatility of asset prices and to give theoretical arguments for empirically well documented facts. We show that … stylized facts that look at first hand like financial market anomalies may be explained by an information process with …

Persistent link: https://www.econbiz.de/10013428399

The design of innovative securities markets : the case of asymmetric information

Budimir, Miroslav; Holtmann, Carsten - In: e-Finance : innovative Problemlösungen für …, (pp. 175-196). 2001

Persistent link: https://www.econbiz.de/10001615188

Informed trading in S&P index options? : evidence from the 2008 financial crisis

Li, Wei-Xuan; French, Joseph J.; Chen, Clara Chia-Sheng - In: Journal of empirical finance 42 (2017), pp. 40-65

Persistent link: https://www.econbiz.de/10011808543

Insider competition under two-dimensional uncertainty and informational asymmetry

Bade, Marco - In: Finance research letters 19 (2016), pp. 79-82

Persistent link: https://www.econbiz.de/10011657462

Pre-trade transparency and informed trading : experimental evidence on undisclosed orders

Gozluklu, Arie E. - In: Journal of financial markets 28 (2016), pp. 91-115

Persistent link: https://www.econbiz.de/10011722237

A computing bias in estimating the probability of informed trading

Lin, Hsiou-Wei William; Ke, Wen-Chyan - In: Journal of financial markets 14 (2011) 4, pp. 625-640

Persistent link: https://www.econbiz.de/10009260944

Insider trading with a random deadline

Caldentey, René; Stacchetti, Ennio - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 245-283

Persistent link: https://www.econbiz.de/10003989165

Predicting informed trading at merger announcements

Abraham, Rebecca; Harrington, Charles - In: Journal of economic studies 40 (2013) 5, pp. 658-670

Persistent link: https://www.econbiz.de/10010209603

Options market makers' hedging and informed trading : theory and evidence

Huh, Sahn-Wook; Lin, Hao; Mello, António S. - In: Journal of financial markets 23 (2015), pp. 26-58

Persistent link: https://www.econbiz.de/10011377487

Informed Trading Intensity

Bogousslavsky, Vincent; Fos, Vyacheslav; Muravyev, Dmitriy - 2022

trading, volume, and volatility. This data-driven approach can shed light on the economics of informed trading, including …

Persistent link: https://www.econbiz.de/10014258813