Informed trading and the `leakage' of information

DOI10.1016/S0022-0531(03)00018-8zbMath1031.91011OpenAlexW1983690949MaRDI QIDQ1812182

Aditya Goenka

Publication date: 18 June 2003

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

Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00018-8

zbMATH Keywords

InformationMarket microstructureMarket efficiencyStrategic market gamesArrival of informationInformed tradingrevelation

Mathematics Subject Classification ID

Games in extensive form (91A18) Trade models (91B60)

Related Items

Boom-bust dynamics in a stock market participation model with heterogeneous traders ⋮ Public disclosure, information leakage, and strategic trading ⋮ Arbitrage equilibria in large games with many commodities ⋮ Introduction to a Festschrift for Karl Shell ⋮ Insider trading with a random deadline under partial observations: maximal principle method

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