Speculative dynamics
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Publication:976762
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Cites work
- scientific article; zbMATH DE number 3437452 (Why is no real title available?)
- scientific article; zbMATH DE number 3244325 (Why is no real title available?)
- A Model of Intertemporal Asset Prices Under Asymmetric Information
- Continuous Auctions and Insider Trading
- Extension of Stokes series for flow in a circular boundary
- Factoring spectral matrices in linear-quadratic models
- Forecasting the forecasts of others: implications for asset pricing
- Informed Speculation with Imperfect Competition
- Interpolation of rational matrix functions
- Kyle v. Kyle ('85 v. '89)
- Optimal policy in a model of endogenous fluctuations and assets
- Rational Expectations in Stationary Linear Models
- Spectral utility, Wiener-Hopf techniques, and rational expectations
- The dynamics of strategic information flows in stock markets
Cited in
(15)- Signal-jamming in the frequency domain
- Speculative securities
- Dynamic trading and asset prices: Keynes vs. Hayek
- Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes
- Speculative overpricing in asset markets with information flows
- Speculative attacks with multiple targets
- The dynamics of strategic information flows in stock markets
- Solving generalized multivariate linear rational expectations models
- Optimal speculative trade among large traders
- Forecasting the forecasts of others: implications for asset pricing
- Do fundamentals shape the price response? A critical assessment of linear impact models
- A STRATEGIC ANALYSIS OF SPECULATIVE TRADE IN A TWO-SIDED ASSET MARKET WITH INFORMATION DIVERSITY
- Front-running dynamics
- A stationary Kyle setup: microfounding propagator models
- Confounding dynamics
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