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Informed traders

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Publication:5072616
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DOI10.1142/9789811246494_0004zbMath1489.91247OpenAlexW4214636376MaRDI QIDQ5072616

Dorje C. Brody, Lane P. Hughston, Mark H. A. Davis, Robyn L. Friedman

Publication date: 29 April 2022

Published in: Financial Informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811246494_0004


zbMATH Keywords

mutual informationasymmetric informationinsider tradinghedge fundsinformation-based asset pricingstatistical arbitrage


Mathematics Subject Classification ID

Measures of information, entropy (94A17) Financial markets (91G15)








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