A dynamic strategy of the informed trader with market manipulation

DOI10.1007/S10436-009-0140-ZzbMath1233.91133OpenAlexW1993607667MaRDI QIDQ666448

Shino Takayama

Publication date: 8 March 2012

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

Full work available at URL: https://doi.org/10.1007/s10436-009-0140-z

zbMATH Keywords

information asymmetryprice manipulationdynamic strategy

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Economics of information (91B44)

Related Items (1)

Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading

Cites Work

• Informational leverage: the problem of noise traders
• Informed manipulation.

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