Pages that link to "Item:Q4613429"
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The following pages link to Insider Trading, Stochastic Liquidity, and Equilibrium Prices (Q4613429):
Displayed 18 items.
- New evidence on market response to public announcements in the presence of microstructure noise (Q2076860) (← links)
- Insider trading with a random deadline under partial observations: maximal principle method (Q2087654) (← links)
- A reputation game on cyber-security and cyber-risk calibration (Q2128620) (← links)
- Linear Bayesian equilibrium in insider trading with a random time under partial observations (Q2142902) (← links)
- Liquidity and volatility of stocks moved from the main market to the alternative investment market (AIM) (Q2172547) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- Insider trading with memory under random deadline (Q2240173) (← links)
- Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading (Q2246647) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- Prospect theory and market quality (Q2434351) (← links)
- Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- On Pricing Rules and Optimal Strategies in General Kyle--Back Models (Q5163681) (← links)
- Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)
- Kyle-back models with risk aversion and non-Gaussian beliefs (Q6138899) (← links)
- Dampening effect and market efficiency (Q6164878) (← links)
- Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)
- On the equilibrium of insider trading under information acquisition with long memory (Q6175331) (← links)