Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading (Q2246647)

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Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
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    Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading (English)
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    16 November 2021
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    market microstructure
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    Glosten-Milgrom
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    insider trading
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    dynamic trading
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    price formation
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    sequential trade
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    asymmetric information
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    bid-ask spreads
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