Concentrated trading and the survival of overconfident traders

DOI10.1007/S10255-019-0849-ZzbMATH Open1445.91033OpenAlexW2995786202WikidataQ126539260 ScholiaQ126539260MaRDI QIDQ2300515FDOQ2300515

Authors: Huai-Nian Zhang, Deqing Zhou 

Publication date: 27 February 2020

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-019-0849-z

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zbMATH Keywords

overconfidencestrategic tradingconcentrated trading

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Economic growth models (91B62)

Cites Work

• Continuous Auctions and Insider Trading
• Overconfidence on public information
• Overconfidence, public disclosure and long-lived information
• Smooth trading with overconfidence and market power
• Sequential fair Stackelberg equilibria of linear strategies in risk-seeking insider trading

Cited In (6)

• Overconfidence, public disclosure and long-lived information
• Overconfidence on public information
• Insider trading with a random deadline under partial observations: maximal principle method
• Overconfidence and market efficiency with heterogeneous agents
• Smooth trading with overconfidence and market power
• Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate

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