Informed manipulation.

DOI10.1016/S0022-0531(03)00101-7zbMath1077.91030MaRDI QIDQ1421902

Archishman Chakraborty, Bilge Yılmaz

Publication date: 3 February 2004

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00101-7

zbMATH Keywords

insider trading; information financial market

Mathematics Subject Classification ID

91B26: Auctions, bargaining, bidding and selling, and other market models

91B44: Economics of information

Related Items

Media trading groups and short selling manipulation, Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability, Information aggregation in experimental asset markets in the presence of a manipulator, A dynamic strategy of the informed trader with market manipulation, Rational quantitative trading in efficient markets, Rational destabilization in a frictionless market, Snowballing private information, Characterising trader manipulation in a limit-order driven market, Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading, A battle of informed traders and the market game foundations for rational expectations equilibrium, Insider trading and the short-swing profit rule

Cites Work

• Simple games of market manipulation
• Mathematical methods for economic theory 2
• Continuous Auctions and Insider Trading
• Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility
• Public Disclosure and Dissimulation of Insider Trades