Partially informed noise traders
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Publication:1938977
DOI10.1007/s11579-012-0075-4zbMath1264.91063OpenAlexW1986684189MaRDI QIDQ1938977
Terje Bjuland, Knut Kristian Aase, Bernt Øksendal
Publication date: 26 February 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/41587
asymmetric informationinsider tradingcorrelated tradepartially informed noise tradersstrategic trade
Applications of statistics to actuarial sciences and financial mathematics (62P05) Special types of economic equilibria (91B52) Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26) Economics of information (91B44)
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