An equilibrium model of insider trading in continuous time
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Publication:1037394
DOI10.1007/s10203-009-0093-8zbMath1185.91106OpenAlexW2103199593MaRDI QIDQ1037394
Roberto Monte, Barbara Trivellato
Publication date: 16 November 2009
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-009-0093-8
Cites Work
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- Smart Money, Noise Trading and Stock Price Behaviour
- The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
- A Model of Intertemporal Asset Prices Under Asymmetric Information
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