Informed manipulation.

DOI10.1016/S0022-0531(03)00101-7zbMATH Open1077.91030OpenAlexW4233664055MaRDI QIDQ1421902FDOQ1421902

Archishman Chakraborty, Bilge Yılmaz

Publication date: 3 February 2004

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00101-7

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zbMATH Keywords

insider tradinginformation financial market

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Economics of information (91B44)

Cites Work

• Continuous Auctions and Insider Trading
• Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility
• Mathematical methods for economic theory 2
• Public Disclosure and Dissimulation of Insider Trades
• Simple games of market manipulation

Cited In (20)

• Rational quantitative trading in efficient markets
• Rational destabilization in a frictionless market
• Characterising trader manipulation in a limit-order driven market
• Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners*
• Social Media and Financial News Manipulation
• Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
• Information Manipulation, Coordination, and Regime Change*
• Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability
• Manipulation and the Allocational Role of Prices
• Information aggregation in experimental asset markets in the presence of a manipulator
• Informed trading and the `leakage' of information
• Insider trading and the short-swing profit rule
• Manufacturing Consent
• Snowballing private information
• Game analysis of information-based manipulation of securities market
• Asymmetric information and survival in financial markets
• Communication in financial markets with several informed traders
• A battle of informed traders and the market game foundations for rational expectations equilibrium
• A dynamic strategy of the informed trader with market manipulation
• Media trading groups and short selling manipulation

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