A dynamic strategy of the informed trader with market manipulation

DOI10.1007/S10436-009-0140-ZMaRDI QIDQ666448zbMATH OpenOpenAlexFDO

Authors S. Takayama

Publication date 8 March 2012

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

Full work available at URL https://doi.org/10.1007/s10436-009-0140-z

zbMATH Keywords

dynamic strategyinformation asymmetryprice manipulation

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Economics of information (91B44)

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Cites work

• Informational leverage: the problem of noise traders
• Informed manipulation.

Cited in

(10)

• Informed manipulation.
• Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes
• An empirical investigation of large trader market manipulation in derivatives markets
• Characterising trader manipulation in a limit-order driven market
• Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
• Game analysis of information-based manipulation of securities market
• scientific article; zbMATH DE number 1329176 (Why is no real title available?)
• Manipulation and the Allocational Role of Prices
• Information aggregation in experimental asset markets in the presence of a manipulator
• Demand shocks and market manipulation

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