Insider Trading, Stochastic Liquidity, and Equilibrium Prices
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Publication:4613429
DOI10.3982/ECTA10789zbMath1420.91544OpenAlexW3124824127MaRDI QIDQ4613429
Vyacheslav Fos, Pierre Collin Dufresne
Publication date: 31 January 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta10789
volumestochastic volatilityasymmetric informationinsider tradingKyle modelcontinuous timeliquidityprice impactsubordinate processmarket depthexecution costs
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