Trading on marginal information

DOI10.1007/978-3-642-13947-5_2MaRDI QIDQ3164428zbMATH OpenOpenAlexFDO

Authors Florian Hauser, Bob Kaempff

Publication date 28 October 2010

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-13947-5_2

Mathematics Subject Classification ID

Agent technology and artificial intelligence (68T42) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Heterogeneous agent models (91B69)

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Cites work

• scientific article; zbMATH DE number 5239488 (Why is no real title available?)
• On the negative value of information in informationally inefficient markets: Calculations for large number of traders

Cited in

(9)

• Profitable informed trading in a simple general equilibrium model of asset pricing
• Partially informed noise traders
• What is the value of knowing uninformed trades?
• Rational quantitative trading in efficient markets
• Information and dynamic trading with the Gambler's fallacy
• Comments on: ``Government intervention through informed trading in financial markets
• Trading agent kills market information. Evidence from online social lending
• Informed Trading and Portfolio Returns
• Impact of short-sales in stock market efficiency

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