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

asymmetric informationhedge fundsinformation-based asset pricinginsider tradingmutual informationstatistical arbitrage

Mathematics Subject Classification ID

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

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Cited in

(20)

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

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