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

DOI10.3934/JIMO.2022255OpenAlexW4313051398MaRDI QIDQ6175331FDOQ6175331

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

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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)

Cites Work

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Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Stock market insider trading in continuous time with imperfect dynamic information
• Insider information and its relation with the arbitrage condition and the utility maximization problem

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