Narrow search
Showing 21 - 30 of 655,876
Cover Image
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino - In: Journal of economic dynamics & control 125 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Cover Image
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
Cover Image
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino - 2020
Persistent link: https://www.econbiz.de/10012317719
Cover Image
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
Cover Image
Pinning down an effective measure for probability of informed trading
Petchey, James; Wee, Marvin; Yang, Wenling - In: Pacific-Basin finance journal 40 (2016), pp. 456-475
Persistent link: https://www.econbiz.de/10011712277
Cover Image
Informed trading intensity
Bogousslavsky, Vincent; Fos, Vyacheslav; Muravyev, Dmitriy - In: The journal of finance : the journal of the American … 79 (2024) 2, pp. 903-948
Persistent link: https://www.econbiz.de/10014535294
Cover Image
Informed trading in dark pools : fair-access dark venue vs. restricted-access dark venues
Nguyen, Nguyet - In: The Quarterly Journal of Finance : QJF 12 (2022) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10013367690
Cover Image
Informed Trading Intensity
Bogousslavsky, Vincent; Fos, Vyacheslav; Muravyev, Dmitriy - 2022
We train a machine learning method on a class of informed trades to develop a new measure of informed trading, the Informed Trading Intensity (``ITI''). ITI increases before earnings, M&A, and news announcements, and has implications for return reversal and asset pricing. ITI is effective...
Persistent link: https://www.econbiz.de/10014258813
Cover Image
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494209
Cover Image
Three essays in financial economics
Jurkatis, Simon Willi - 2018
Persistent link: https://www.econbiz.de/10012169133