Strategic trading and unobservable information acquisition

Author:

Banerjee Snehal,Breon-Drish Bradyn

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference36 articles.

1. Why do institutional investors chase return trends?;Alti;J. Financ. Intermed.,2012

2. Mixed and behavior strategies in infinite extensive games;Aumann,1964

3. Insider trading in continuous time;Back;Rev. Financ. Stud.,1992

4. Information in securities markets: Kyle meets Glosten and Milgrom;Back;Econometrica,2004

5. Identifying information asymmetry in securities markets;Back;Rev. Financ. Stud.,2017

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1. Information acquisition and market liquidity: Evidence from EDGAR search activity;Global Finance Journal;2023-08

2. Strategic trading with information acquisition and long-memory stochastic liquidity;European Journal of Operational Research;2023-07

3. Sequential entry in illiquid markets;Journal of Financial Markets;2023-06

4. Secret and Overt Information Acquisition in Financial Markets;The Review of Financial Studies;2023-03-02

5. On the equilibrium of insider trading under information acquisition with long memory;Journal of Industrial and Management Optimization;2023

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