Informational leverage: the problem of noise traders

DOI10.1007/S10436-007-0086-YMaRDI QIDQ665832zbMATH OpenOpenAlexFDO

Authors Norvald Instefjord, Kouji Sasaki

Publication date 6 March 2012

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10436-007-0086-y

zbMATH Keywords

capital structure choiceinformation revelationinformational leveragenoise tradingsecurity design

Mathematics Subject Classification ID

Economics of information (91B44) Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• Partially informed noise traders
• Informed manipulation.
• Informed trading and the `leakage' of information
• Public information and uninformed trading: implications for market liquidity and price efficiency
• scientific article; zbMATH DE number 1264575

Cites work

• Continuous Auctions and Insider Trading
• Information Revelation and Market Incompleteness
• Speculative securities

Cited in

(2)

• Partially informed noise traders
• A dynamic strategy of the informed trader with market manipulation

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