메뉴 건너뛰기
Journal of Financial Intermediation
Volumn 18, Issue 2, 2009, Pages 311-327
Noise and competition in strategic oligopoly
Author keywords

Competition; Optimal noise; Price manipulation
Indexed keywords

EID: 61449195838     PISSN: 10429573     EISSN: 10960473     Source Type: Journal    
DOI: 10.1016/j.jfi.2008.09.002     Document Type: Article
Times cited : (8)
References (11)
  • 1
    • 38249039053 scopus 로고
    • A monopolistic market for information
    • Admati A., and Pfleiderer P. A monopolistic market for information. J. Econ. Theory 39 (1986) 400-438
    • (1986) J. Econ. Theory , vol.39 , pp. 400-438
    • Admati, A.1    Pfleiderer, P.2
  • 2
    • 0002659746 scopus 로고
    • Selling and trading on information in financial markets
    • Admati A., and Pfleiderer P. Selling and trading on information in financial markets. Amer. Econ. Rev. 78 (1988) 1165-1183
    • (1988) Amer. Econ. Rev. , vol.78 , pp. 1165-1183
    • Admati, A.1    Pfleiderer, P.2
  • 3
    • 0002816156 scopus 로고
    • A theory of intraday patterns: Volume and price variability
    • Admati A., and Pfleiderer P. A theory of intraday patterns: Volume and price variability. Rev. Finan. Stud. 1 (1988) 3-40
    • (1988) Rev. Finan. Stud. , vol.1 , pp. 3-40
    • Admati, A.1    Pfleiderer, P.2
  • 4
    • 0001547698 scopus 로고
    • Direct and indirect sale of information
    • Admati A., and Pfleiderer P. Direct and indirect sale of information. Econometrica 58 (1990) 901-928
    • (1990) Econometrica , vol.58 , pp. 901-928
    • Admati, A.1    Pfleiderer, P.2
  • 5
    • 0038957302 scopus 로고    scopus 로고
    • Imperfect competition among informed traders
    • Back K., Cao K., and Willard A. Imperfect competition among informed traders. J. Finance 5 (2000) 2117-2155
    • (2000) J. Finance , vol.5 , pp. 2117-2155
    • Back, K.1    Cao, K.2    Willard, A.3
  • 7
    • 0008995407 scopus 로고    scopus 로고
    • Strategic trading when agents forecast the forecasts of others
    • Foster F.D., and Viswanathan S. Strategic trading when agents forecast the forecasts of others. J. Finance 51 (1996) 1437-1478
    • (1996) J. Finance , vol.51 , pp. 1437-1478
    • Foster, F.D.1    Viswanathan, S.2
  • 8
    • 17144368466 scopus 로고    scopus 로고
    • Strategic noise in competitive markets for the sale of information
    • Germain L. Strategic noise in competitive markets for the sale of information. J. Finan. Intermediation 14 2 (2005) 179-209
    • (2005) J. Finan. Intermediation , vol.14 , Issue.2 , pp. 179-209
    • Germain, L.1
  • 9
    • 0001188867 scopus 로고
    • On the impossibility of informationally efficient markets
    • Grossman S.J., and Stiglitz J.E. On the impossibility of informationally efficient markets. Amer. Econ. Rev. 70 (1980) 393-408
    • (1980) Amer. Econ. Rev. , vol.70 , pp. 393-408
    • Grossman, S.J.1    Stiglitz, J.E.2
  • 10
    • 84977738377 scopus 로고
    • Long-lived private information and imperfect competition
    • Holden C.W., and Subrahmanyam A. Long-lived private information and imperfect competition. J. Finance 47 (1992) 247-270
    • (1992) J. Finance , vol.47 , pp. 247-270
    • Holden, C.W.1    Subrahmanyam, A.2
  • 11
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • Kyle A. Continuous auctions and insider trading. Econometrica 53 (1985) 1315-1335
    • (1985) Econometrica , vol.53 , pp. 1315-1335
    • Kyle, A.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.