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Volumn 32, Issue 2, 2001, Pages 221-248

Strategic behavior and price discovery

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EID: 0035598389     PISSN: 07416261     EISSN: None     Source Type: Journal    
DOI: 10.2307/2696407     Document Type: Article
Times cited : (37)

References (15)
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  • 3
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    • Stock price manipulation, market microstructure and asymmetric information
    • _ AND GORTON, G. "Stock Price Manipulation, Market Microstructure and Asymmetric Information." European Economic Review, Vol. 36 (1992), pp. 624-630.
    • (1992) European Economic Review , vol.36 , pp. 624-630
    • Gorton, G.1
  • 4
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    • Trading mechanisms and stock returns: An empirical investigation
    • AMIHUD, Y. AND MENDELSON, H. "Trading Mechanisms and Stock Returns: An Empirical Investigation." Journal of Finance, Vol. 42 (1987), pp. 533-553.
    • (1987) Journal of Finance , vol.42 , pp. 533-553
    • Amihud, Y.1    Mendelson, H.2
  • 5
    • 0001027746 scopus 로고
    • Insider trading in continuous time
    • BACK , K. "Insider Trading in Continuous Time." Review of Financial Studies, Vol. 5 (1992), pp. 387-409.
    • (1992) Review of Financial Studies , vol.5 , pp. 387-409
    • Back, K.1
  • 6
    • 84960610685 scopus 로고
    • Using privileged information to manipulate markets: Insiders, gurus, and credibility
    • BENABOU, R. AND LAROQUE, G. "Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility." Quarterly Journal of Economics, Vol. 107 (1992), pp. 921-958.
    • (1992) Quarterly Journal of Economics , vol.107 , pp. 921-958
    • Benabou, R.1    Laroque, G.2
  • 7
    • 84993843493 scopus 로고
    • An empirical analysis of the limit order book and the order flow in the Paris Bourse
    • BIAIS, B., HILLION, P., AND SPATT, C. "An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse." Journal of Finance, Vol. 50 (1995), pp. 1655-1689.
    • (1995) Journal of Finance , vol.50 , pp. 1655-1689
    • Biais, B.1    Hillion, P.2    Spatt, C.3
  • 8
    • 0033368672 scopus 로고    scopus 로고
    • Price discovery and learning in the preopening period in the Paris Bourse
    • _, _, AND _. "Price Discovery and Learning in the Preopening Period in the Paris Bourse." Journal of Political Economy, Vol. 107 (1999), pp. 1218-1248.
    • (1999) Journal of Political Economy , vol.107 , pp. 1218-1248
  • 10
    • 0008998143 scopus 로고    scopus 로고
    • Can asset markets be manipulated? A field experiment with racetrack betting
    • CAMERER, C.F. "Can Asset Markets Be Manipulated? A Field Experiment with Racetrack Betting." Journal of Political Economy, Vol. 106 (1998), pp. 457-482.
    • (1998) Journal of Political Economy , vol.106 , pp. 457-482
    • Camerer, C.F.1
  • 12
    • 84993899497 scopus 로고
    • The behavior of stock prices around institutional trades
    • CHAN, L.K.-C. AND LAKONISHOK, J. "The Behavior of Stock Prices Around Institutional Trades." Journal of Finance, Vol. 50 (1995), pp. 1147-1174.
    • (1995) Journal of Finance , vol.50 , pp. 1147-1174
    • Chan, L.K.-C.1    Lakonishok, J.2
  • 14
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    • The mandatory disclosure of trades and market liquidity
    • FISHMAN, M.J. AND HAGERTY, K.M. "The Mandatory Disclosure of Trades and Market Liquidity." Review of Financial Studies, Vol. 8 (1995), pp. 637-676.
    • (1995) Review of Financial Studies , vol.8 , pp. 637-676
    • Fishman, M.J.1    Hagerty, K.M.2
  • 15
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    • The effect of public information and competition on trading volume and price volatility
    • FOSTER, F.D. AND VISWANATHAN, S. "The Effect of Public Information and Competition on Trading Volume and Price Volatility." Review of Financial Studies, Vol. 6 (1993), pp. 23-56.
    • (1993) Review of Financial Studies , vol.6 , pp. 23-56
    • Foster, F.D.1    Viswanathan, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.