Activism, Strategic Trading, and Liquidity

DOI10.3982/ECTA14917zbMath1396.91794OpenAlexW3121746661MaRDI QIDQ4682714

Vyacheslav Fos, Kerry Back, Pierre Collin Dufresne, Alexander P. Ljungqvist, Tao Li

Publication date: 19 September 2018

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta14917

zbMATH Keywords

asymmetric informationinsider tradingKyle modelcontinuous timeliquidityprice impacteconomic efficiencystrategic tradingmarket depthactivismunobservable effort

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (5)

Insider trading with different risk attitudes ⋮ Comments on: ``Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation ⋮ Trading Constraints in Continuous-Time Kyle Models ⋮ Kyle-back models with risk aversion and non-Gaussian beliefs ⋮ Strategic trading with information acquisition and long-memory stochastic liquidity

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