An equilibrium model of insider trading in continuous time
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Cites work
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Cited in
(34)- Insider trading, stochastic liquidity, and equilibrium prices
- Asymmetric information and imperfect competition in a continuous time multivariate security model
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory
- A general stochastic calculus approach to insider trading
- Two-period model of insider trading with correlated signals
- Insider trading with temporary price impact
- Modeling of financial markets with inside information in continuous time
- The insider-outsider model reexamined
- Stock market insider trading in continuous time with imperfect dynamic information
- Insider trading in continuous time
- scientific article; zbMATH DE number 5309885 (Why is no real title available?)
- The mixed equilibrium of insider trading in the market with rational expected price
- scientific article; zbMATH DE number 1827979 (Why is no real title available?)
- On the equilibrium of insider trading under information acquisition with long memory
- Insider trading with a random deadline
- Existence of linear strategy equilibrium in insider trading with partial observations
- Pricing rules of stochastic pressure under asymmetric information in a continuous time market
- Equilibrium model with default and dynamic insider information
- Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
- Insider trading with a random deadline under partial observations: maximal principle method
- A market model with medium/long-term effects due to an insider
- Kyle-Back equilibrium models and linear conditional mean-field SDEs
- Insider trading equilibrium in a market with memory
- Insider trading with memory under random deadline
- Imperfect Competition in a Multi-Security Market with Risk Neutrality
- Kyle-back models with risk aversion and non-Gaussian beliefs
- Optimal trading in order based markets with semi-rational noise traders. Decay and reinforcement of irrational behaviour
- Continuous Auctions and Insider Trading
- Strategic insider trading equilibrium: a filter theory approach
- Insider Trading without Normality
- Asymptotic Glosten-Milgrom equilibrium
- Insider Trading in a Continuous Time Market Model
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- A Large Trader-Insider Model
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