Informational asymmetries and a multiplier effect on price correlation and trading

DOI10.1007/S10436-005-0017-8zbMath1233.91196OpenAlexW2055767002MaRDI QIDQ665551

Marcelo Pinheiro

Publication date: 5 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-005-0017-8

zbMATH Keywords

financial contagionhomebiasinformation asymmetries

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

Analysing financial contagion and asymmetric market dependence with volatility indices via copulas ⋮ Noisy information and the size effect in stock returns

Cites Work

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• Continuous Auctions and Insider Trading
• Smart Money, Noise Trading and Stock Price Behaviour
• The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
• Imperfect Competition in a Multi-Security Market with Risk Neutrality

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