Rational destabilization in a frictionless market
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Publication:1995315
DOI10.1016/J.JET.2020.105169zbMATH Open1458.91207OpenAlexW3113348230MaRDI QIDQ1995315FDOQ1995315
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
Cites Work
- Bubbles and Crashes
- Price Manipulation and Quasi-Arbitrage
- Aggregation of Information in Large Cournot Markets
- Continuous Auctions and Insider Trading
- Smart Money, Noise Trading and Stock Price Behaviour
- The More We Know about the Fundamental, the Less We Agree on the Price
- A Model of Intertemporal Asset Prices Under Asymmetric Information
- Informed manipulation.
- A robust model of bubbles with multidimensional uncertainty
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- Insider Trading without Normality
- Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
- Information aggregation in dynamic markets with strategic traders
- Strategic Trading in Informationally Complex Environments
- What is the Optimal Trading Frequency in Financial Markets?
- Front-running dynamics
- The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *
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