Rational destabilization in a frictionless market
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Publication:1995315
DOI10.1016/J.JET.2020.105169zbMATH Open1458.91207OpenAlexW3113348230MaRDI QIDQ1995315FDOQ1995315
Authors: Tomasz Sadzik, Chris Woolnough 
Publication date: 23 February 2021
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2020.105169
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Cites Work
- Bubbles and Crashes
- Price Manipulation and Quasi-Arbitrage
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- Smart Money, Noise Trading and Stock Price Behaviour
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- Strategic Trading in Informationally Complex Environments
- What is the Optimal Trading Frequency in Financial Markets?
- Front-running dynamics
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Cited In (8)
- Dampening effect and market efficiency
- Manipulation and the Allocational Role of Prices
- Dynamic signaling and market breakdown
- More hedging instruments may destabilize markets
- Price distortions under coarse reasoning with frequent trade
- Snowballing private information
- Private Information and High-Frequency Stochastic Volatility
- A dynamic strategy of the informed trader with market manipulation
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