Insider trading with correlation between liquidity trading and a public signal
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Publication:3395737
DOI10.1080/14697680802165728zbMath1169.91373OpenAlexW2020456013MaRDI QIDQ3395737
Publication date: 13 September 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680802165728
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Related Items (4)
Concentrated Equilibrium and Intraday Patterns in Financial Markets ⋮ On the equilibrium of insider trading under information acquisition with long memory ⋮ Two-period model of insider trading with correlated signals ⋮ Insider trading with a random deadline under partial observations: maximal principle method
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