Pages that link to "Item:Q3823373"
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The following pages link to Informed Speculation with Imperfect Competition (Q3823373):
Displaying 50 items.
- Market making with asymmetric information and inventory risk (Q281334) (← links)
- Live fast, die young (Q324358) (← links)
- No-arbitrage, state prices and trade in thin financial markets (Q420983) (← links)
- Naive traders and mispricing in prediction markets (Q449182) (← links)
- Bilateral trading in divisible double auctions (Q503066) (← links)
- Viable allocations of information in financial markets (Q579102) (← links)
- On the ingredients for bubble formation: informed traders and communication (Q658633) (← links)
- Kyle v. Kyle ('85 v. '89) (Q665703) (← links)
- Endogenous information acquisition with Cournot competition (Q665731) (← links)
- Information provision in financial markets (Q666447) (← links)
- Information, coordination, and market frictions: an introduction (Q896957) (← links)
- Information and strategic behavior (Q896964) (← links)
- Market composition and price informativeness in a large market with endogenous order types (Q896974) (← links)
- Simple games of market manipulation (Q902619) (← links)
- The dynamics of strategic information flows in stock markets (Q928495) (← links)
- Information precision and asymptotic efficiency of industrial markets (Q932770) (← links)
- Optimal speculative trade among large traders (Q934971) (← links)
- Speculative dynamics (Q976762) (← links)
- Fat tails and volatility clustering in experimental asset markets (Q1017068) (← links)
- An equilibrium model of insider trading in continuous time (Q1037394) (← links)
- The optimal design of a market (Q1125565) (← links)
- Dynamic portfolio choice and asset pricing with differential information (Q1128951) (← links)
- Price volatility without news about fundamentals (Q1189361) (← links)
- Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist (Q1319273) (← links)
- Incomplete markets and individual risks (Q1339000) (← links)
- Price crashes, information aggregation, and market-making (Q1367761) (← links)
- Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes (Q1630424) (← links)
- The pricing effects of ambiguous private information (Q1678745) (← links)
- The effect of market power on risk-sharing (Q1679556) (← links)
- The time cost of information in financial markets (Q1757563) (← links)
- Nonlinear incentive provision in Walrasian markets: a Cournot convergence approach (Q1764650) (← links)
- Informed trading and the `leakage' of information (Q1812182) (← links)
- Ex ante versus interim rationality and the existence of bubbles (Q1904632) (← links)
- Making money out of publicly available information (Q1928651) (← links)
- Are more risk averse agents more optimistic? Insights from a rational expectations model (Q1934906) (← links)
- Computing posterior signals and endogenous parameters in a dealer trading network (Q1984405) (← links)
- Aggregation and design of information in asset markets with adverse selection (Q1995282) (← links)
- Information acquisition with heterogeneous valuations (Q1995297) (← links)
- Noisy information and the size effect in stock returns (Q2018553) (← links)
- Learning from prices: information aggregation and accumulation in an asset market (Q2036003) (← links)
- Dynamic equilibrium of market making with price competition (Q2062249) (← links)
- Price discovery using a double auction (Q2078033) (← links)
- Strategic effects between price-takers and non-price-takers (Q2098937) (← links)
- On equilibrium existence in a finite-agent, multi-asset noisy rational expectations economy (Q2099038) (← links)
- Informed speculation with k-level reasoning (Q2123168) (← links)
- Information frictions and market power: a laboratory study (Q2195712) (← links)
- Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study (Q2271645) (← links)
- Uniform price auctions with a last accepted bid pricing rule (Q2288522) (← links)
- Institutionalization, delegation, and asset prices (Q2295819) (← links)
- Arbitrage pricing in non-Walrasian financial markets (Q2323574) (← links)
