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Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes

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Publication:1630424
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DOI10.1007/s10436-018-0334-3zbMath1418.91591OpenAlexW2888020467MaRDI QIDQ1630424

Bart Taub

Publication date: 10 December 2018

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

Full work available at URL: https://doi.org/10.1007/s10436-018-0334-3

zbMATH Keywords

frequency domainspectral factorizationFourier transform methodsliquiditycontinuous time stochastic controldynamic obfuscationlarge shareholder


Mathematics Subject Classification ID

Economics of information (91B44) Corporate finance (dividends, real options, etc.) (91G50)




Cites Work

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  • Kyle v. Kyle ('85 v. '89)
  • The dynamics of strategic information flows in stock markets
  • Speculative dynamics
  • Spectral utility, Wiener-Hopf techniques, and rational expectations
  • Stock market insider trading in continuous time with imperfect dynamic information
  • Continuous Auctions and Insider Trading
  • Informed Speculation with Imperfect Competition
  • Array algorithms for H/sup ∞/ estimation
  • Manipulation and the Allocational Role of Prices
  • Executive pay and shareholder litigation*
  • Executive Compensation and Short-Termist Behaviour in Speculative Markets
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