Strategic trading and learning about liquidity

Author:

Hong Harrison,Rady Sven

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. The informational role of prices;Admati;Journal of Monetary Economics,1991

2. A theory of intraday patterns;Admati;Review of Financial Studies,1988

3. Insider trading in continuous time;Back;Review of Financial Studies,1992

4. Imperfect competition among informed traders;Back;Journal of Finance,2000

5. Bernardo, A., Judd, K., 1997. Volume and price formation in an asset trading model with asymmetric information. Mimeo, UCLA.

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