Informed manipulation.

DOI10.1016/S0022-0531(03)00101-7MaRDI QIDQ1421902zbMATHOpenAlexFDO

Authors 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

zbMATH Keywords

insider tradinginformation financial market

Mathematics Subject Classification ID

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

Recommendations

• A dynamic strategy of the informed trader with market manipulation
• Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
• Partially informed noise traders
• Characterising trader manipulation in a limit-order driven market
• Manipulation and the Allocational Role of Prices

Cites work

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

Cited in

(28)

• Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes
• Overinvestment and fraud
• Rational quantitative trading in efficient markets
• Rational destabilization in a frictionless market
• Bubbles and persuasion with uncertainty over market sentiment
• Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners*
• Informed trading and the `leakage' of information
• Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
• Game analysis of information-based manipulation of securities market
• Manipulation and the Allocational Role of Prices
• Demand shocks and market manipulation
• Informational leverage: the problem of noise traders
• A dynamic strategy of the informed trader with market manipulation
• Media trading groups and short selling manipulation
• Information aggregation in experimental asset markets in the presence of a manipulator
• Communication in financial markets with several informed traders
• Characterising trader manipulation in a limit-order driven market
• Insider trading and the short-swing profit rule
• Information Manipulation, Coordination, and Regime Change*
• Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability
• Asset prices' responses to public information manipulation: the role of market feedback
• Asymmetric information and survival in financial markets
• Snowballing private information
• Manufacturing Consent
• A battle of informed traders and the market game foundations for rational expectations equilibrium
• Asymmetric information, heterogeneous prior beliefs and market regulation
• Social Media and Financial News Manipulation
• Government intervention through informed trading in financial markets

This page was built for publication: Informed manipulation.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1421902)