Informed trading and the ‘leakage’ of information-Reference-Cited by-同舟云学术

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Informed trading and the ‘leakage’ of information

Published:2003-04 Issue:2 Volume:109 Page:360-377
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Goenka Aditya

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference29 articles.

1. Selling and trading on information in financial markets;Admati;Amer. Econom. Rev.,1988

2. Divide and conquer;Admati;Rev. Financial Stud.,1989

3. Stealth trading and volatility;Barclay;J. Finance Econom.,1993

4. A. Beja, Limits of price information in market processes, Working Paper 61, Research Program in Finance, University of California, Berkeley, 1977.

5. The behavior of stock prices around institutional trades;Chan;J. Finance,1995

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