On the equilibrium of insider trading under information acquisition with long memory

DOI10.3934/JIMO.2022255MaRDI QIDQ6175331zbMATH OpenOpenAlexFDO

Authors Jixiu Qiu, Yonghui Zhou

Publication date 21 July 2023

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2022255

zbMATH Keywords

equilibriummemoryinformation acquisitioninformational efficiencyprice informativenessmarket depth

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Financial markets (91G15) Financial applications of other theories (91G80)

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Cited in

(4)

• Stock market insider trading in continuous time with imperfect dynamic information
• scientific article; zbMATH DE number 5637944 (Why is no real title available?)
• scientific article; zbMATH DE number 6719720 (Why is no real title available?)
• Insider information and its relation with the arbitrage condition and the utility maximization problem

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