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Volumn 59, Issue 1, 2004, Pages 339-390

Informed Trading When Information Becomes Stale

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EID: 1642349854     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2004.00635.x     Document Type: Article
Times cited : (55)

References (12)
  • 1
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    • Admati, A.R.1    Pfleiderer, P.2
  • 2
    • 0038957302 scopus 로고    scopus 로고
    • Imperfect competition among informed traders
    • Back, Kerry, Henry Cao, and Gregory Willard, 2000, Imperfect competition among informed traders, Journal of Finance 55, 2117-2155.
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    • Back, K.1    Cao, H.2    Willard, G.3
  • 3
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    • Insider trading and risk aversion
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  • 4
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    • Intraday trade in dealership markets
    • Bernhardt, Dan, and Eric Hughson, 2002, Intraday trade in dealership markets, European Economic Review 46, 1697-1732.
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    • Bernhardt, D.1    Hughson, E.2
  • 5
    • 84986524552 scopus 로고
    • Bid-ask spread components around anticipated announcements
    • Brooks, Raymond H., 1994, Bid-ask spread components around anticipated announcements, Journal of Financial Research 17, 375-386.
    • (1994) Journal of Financial Research , vol.17 , pp. 375-386
    • Brooks, R.H.1
  • 6
    • 84971943415 scopus 로고
    • Strategic trading with asymmetrically informed traders and long-lived information
    • Foster, F. Douglas, and S. Viswanathan, 1994, Strategic trading with asymmetrically informed traders and long-lived information, Journal of Financial and Quantitative Analysis 29, 499-518.
    • (1994) Journal of Financial and Quantitative Analysis , vol.29 , pp. 499-518
    • Foster, F.D.1    Viswanathan, S.2
  • 7
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    • Strategic trading when agents forecast the forecasts of others
    • Foster, F. Douglas, and S. Viswanathan, 1996, Strategic trading when agents forecast the forecasts of others, Journal of Finance 50, 1437-1478.
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    • Foster, F.D.1    Viswanathan, S.2
  • 9
    • 0001188867 scopus 로고
    • On the impossibility of informationally efficient markets
    • Groasman, Sanford, and Joseph E. Stiglitz, 1980, On the impossibility of informationally efficient markets, American Economic Review 70, 393-408.
    • (1980) American Economic Review , vol.70 , pp. 393-408
    • Groasman, S.1    Stiglitz, J.E.2
  • 10
    • 84977738377 scopus 로고
    • Long-lived private information and imperfect competition
    • Holden, Craig W., and Avanidhar Subrahmanyam, 1992, Long-lived private information and imperfect competition, Journal of Finance 47, 247-270.
    • (1992) Journal of Finance , vol.47 , pp. 247-270
    • Holden, C.W.1    Subrahmanyam, A.2
  • 11
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    • Earnings announcements and components of the bid-ask spread
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  • 12
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    • Continuous auctions and insider trading
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    • Kyle, A.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.