Optimal speculative trade among large traders
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 2130504 (Why is no real title available?)
- A Mechanism-Design Approach to Speculative Trade
- Bargaining over bets
- Continuous Auctions and Insider Trading
- Cournot competition, forward markets and efficiency
- Dissolving a Partnership Efficiently
- Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power
- Informed Speculation with Imperfect Competition
- Price-Quantity Strategic Market Games
- Sequential screening
Cited in
(11)- scientific article; zbMATH DE number 2192136 (Why is no real title available?)
- Mechanism design with level-k types: theory and an application to bilateral trade
- Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities
- Speculative trading in mean reverting markets
- Speculative dynamics
- A Mechanism-Design Approach to Speculative Trade
- Optimal initial coin offering under speculative token trading
- A STRATEGIC ANALYSIS OF SPECULATIVE TRADE IN A TWO-SIDED ASSET MARKET WITH INFORMATION DIVERSITY
- Front-running dynamics
- Maximal trades
- Financial markets with a large trader
This page was built for publication: Optimal speculative trade among large traders
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q934971)
