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Volumn 17, Issue 2, 2008, Pages 319-332

Strategic trading when some investors receive information before others

Author keywords

Asymmetric information; Game theory; Market microstructure

Indexed keywords


EID: 39149120290     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2006.08.005     Document Type: Article
Times cited : (14)

References (13)
  • 3
    • 39149090289 scopus 로고    scopus 로고
    • Brunnermeier, M. K., 2001, Buy on rumors-sell on news: A manipulative trading strategy, Discussion Paper, Princeton University.
    • Brunnermeier, M. K., 2001, Buy on rumors-sell on news: A manipulative trading strategy, Discussion Paper, Princeton University.
  • 4
    • 0000086971 scopus 로고
    • Trade and the revelation of prices through direct disclosure
    • Grundy B., and McNichols M. Trade and the revelation of prices through direct disclosure. Review of Financial Studies 2 (1989) 495-526
    • (1989) Review of Financial Studies , vol.2 , pp. 495-526
    • Grundy, B.1    McNichols, M.2
  • 5
    • 84993660281 scopus 로고
    • Security analysis and trading patterns when some investors receive information before others
    • Hirshleifer D., Subrahmanyam A., and Titman S. Security analysis and trading patterns when some investors receive information before others. Journal of Finance 49 (1994) 1665-1698
    • (1994) Journal of Finance , vol.49 , pp. 1665-1698
    • Hirshleifer, D.1    Subrahmanyam, A.2    Titman, S.3
  • 6
    • 0034980958 scopus 로고    scopus 로고
    • Public disclosure and dissimulation of insider traders
    • Huddart S., Hughes J.S., and Levine C.B. Public disclosure and dissimulation of insider traders. Econometrica 69 (2001) 665-681
    • (2001) Econometrica , vol.69 , pp. 665-681
    • Huddart, S.1    Hughes, J.S.2    Levine, C.B.3
  • 8
    • 84977337090 scopus 로고
    • An equilibrium model of asset trading with sequential information arrival
    • Jennings R.H., Starks L., and Fellingham J. An equilibrium model of asset trading with sequential information arrival. Journal of Finance 36 (1981) 143-162
    • (1981) Journal of Finance , vol.36 , pp. 143-162
    • Jennings, R.H.1    Starks, L.2    Fellingham, J.3
  • 9
    • 0000114036 scopus 로고
    • Market reactions to anticipated public announcements
    • Kim O., and Verrecchia R. Market reactions to anticipated public announcements. Journal of Financial Economics 30 (1991) 273-310
    • (1991) Journal of Financial Economics , vol.30 , pp. 273-310
    • Kim, O.1    Verrecchia, R.2
  • 10
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • Kyle A.S. Continuous auctions and insider trading. Econometrica 53 (1985) 1315-1336
    • (1985) Econometrica , vol.53 , pp. 1315-1336
    • Kyle, A.S.1
  • 11
    • 39149086644 scopus 로고    scopus 로고
    • Strategic trading when some investors receive partly information
    • Shanghai Jiao Tong University
    • Pan D., Zou Y., Liu L.H., and Wu C.F. Strategic trading when some investors receive partly information. Working paper (2003), Shanghai Jiao Tong University
    • (2003) Working paper
    • Pan, D.1    Zou, Y.2    Liu, L.H.3    Wu, C.F.4
  • 12
    • 39149110882 scopus 로고    scopus 로고
    • Trading behavior under public disclosure regulations
    • Vo M. Trading behavior under public disclosure regulations. WSEAS Transactions on Economics and Business 3 (2006) 109-114
    • (2006) WSEAS Transactions on Economics and Business , vol.3 , pp. 109-114
    • Vo, M.1
  • 13
    • 84960614899 scopus 로고
    • A model of intertemporal asset prices under asymmetric information
    • Wang J. A model of intertemporal asset prices under asymmetric information. Review of Economic Studies 60 (1993) 249-282
    • (1993) Review of Economic Studies , vol.60 , pp. 249-282
    • Wang, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.