Informed traders

DOI10.1142/9789811246494_0004MaRDI QIDQ5072616zbMATH OpenOpenAlexFDO

Authors Dorje C. Brody, Mark H. A. Davis, Robyn L. Friedman, Lane P. Hughston

Publication date 29 April 2022

Published in Financial Informatics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789811246494_0004

zbMATH Keywords

mutual informationasymmetric informationhedge fundsinsider tradinginformation-based asset pricingstatistical arbitrage

Mathematics Subject Classification ID

Financial markets (91G15) Measures of information, entropy (94A17)

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Cited in

(19)

• Informed traders
• Rational quantitative trading in efficient markets
• Informed Trading and Portfolio Returns
• A new estimation for informed trading based on SSNF method
• What is the value of knowing uninformed trades?
• The role of information in a two-traders market
• Rogue traders
• Trading on marginal information
• Partially informed noise traders
• Estimating the Proportion of Informed Traders in BTC-USD Market Using Spread and Range
• On the negative value of information in informationally inefficient markets: Calculations for large number of traders
• The value of informational arbitrage
• Does the level of information matter for traders? On the usefulness of information in experimental asset markets
• Informed trading, market efficiency and volatility
• Information-based trading
• Snowballing private information
• FINANCIAL MARKET MODEL WITH INFLUENTIAL INFORMED INVESTORS
• Private Information and High-Frequency Stochastic Volatility
• Informed intermediaries

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