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Volumn 78, Issue 1, 2010, Pages 245-283

Insider trading with a random deadline

Author keywords

Asset pricing; Insider trading; Kyle model; Market microstructure

Indexed keywords


EID: 76549127044     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA7884     Document Type: Article
Times cited : (82)

References (17)
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    • Strong-Form Efficiency With Monopolistic Insiders
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    • Bid, Ask and Transaction Prices in a Specialist Market With Heterogeneously Informed Traders
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    • Glosten, L.1    Milgrom, P.2
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    • Long-Lived Private Information and Imperfect Competition
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  • 13
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    • Continuous Auctions and Insider Trading
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    • Informed Speculation and Hedging in a Noncompetitive Securities Market
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    • Spiegel, M.1    Subrahmanyam, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.