Insider trading, stochastic liquidity, and equilibrium prices (Q4613429)
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scientific article; zbMATH DE number 7010266
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Insider trading, stochastic liquidity, and equilibrium prices |
scientific article; zbMATH DE number 7010266 |
Statements
Insider Trading, Stochastic Liquidity, and Equilibrium Prices (English)
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31 January 2019
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Kyle model
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insider trading
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asymmetric information
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liquidity
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price impact
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market depth
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stochastic volatility
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volume
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subordinate process
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execution costs
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continuous time
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0.8869488835334778
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0.8409425020217896
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0.8334578275680542
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