Risk aversion, imperfect competition, and long-lived information
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Publication:1327920
DOI10.1016/0165-1765(93)00288-YzbMath0806.90014OpenAlexW2115234101MaRDI QIDQ1327920
Craig W. Holden, Avanidhar Subrahmanyam
Publication date: 1994
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(93)00288-y
Economic growth models (91B62) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (11)
Insider trading with different risk attitudes ⋮ Risk aversion, public disclosure, and long-lived information ⋮ Risk aversion, mandatory disclosure and the concealment of information ⋮ Kyle-back models with risk aversion and non-Gaussian beliefs ⋮ Risk-averse insider trading in multi-asset sequential auction markets ⋮ Two-period model of insider trading with correlated signals ⋮ Rational quantitative trading in efficient markets ⋮ Inventory Management for High-Frequency Trading with Imperfect Competition ⋮ Snowballing private information ⋮ Robust pricing under strategic trading ⋮ INSIDER TRADING WITH TEMPORARY PRICE IMPACT
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