Informational leverage: the problem of noise traders

DOI10.1007/S10436-007-0086-YzbMath1233.91277OpenAlexW1982971020MaRDI QIDQ665832

Kouji Sasaki, Norvald Instefjord

Publication date: 6 March 2012

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

Full work available at URL: https://doi.org/10.1007/s10436-007-0086-y

zbMATH Keywords

information revelationsecurity designcapital structure choiceinformational leveragenoise trading

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Economics of information (91B44)

Related Items (1)

A dynamic strategy of the informed trader with market manipulation

Cites Work

• Speculative securities
• Continuous Auctions and Insider Trading
• Information Revelation and Market Incompleteness

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