Strategic trading in a dynamic noisy market
暂无分享,去创建一个
[1] F. Foster,et al. Strategic Trading When Agents Forecast the Forecasts of Others , 1996 .
[2] Anat R. Admati. The informational role of prices: A review essay , 1991 .
[3] Robert W. Holthausen,et al. Large-block transactions, the speed of response, and temporary and permanent stock-price effects , 1990 .
[4] A. Lo,et al. An Ordered Probit Analysis of Transaction Stock Prices , 1991 .
[5] S. Viswanathan,et al. A theory of the interday variations in volume , 1990 .
[6] E. Fama,et al. Efficient Capital Markets : II , 2007 .
[7] Jiang Wang,et al. A Model of Competitive Stock Trading Volume , 1994, Journal of Political Economy.
[8] R. C. Merton,et al. Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case , 1969 .
[9] Anat R. Admati,et al. A Theory of Intraday Patterns: Volume and Price Variability , 1988 .
[10] Avanidhar Subrahmanyam,et al. Long‐Lived Private Information and Imperfect Competition , 1992 .
[11] K. Back,et al. Imperfect Competition among Informed Traders , 2000 .
[12] Avanidhar Subrahmanyam,et al. Risk aversion, imperfect competition, and long-lived information , 1994 .
[13] Alan Kraus,et al. PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE , 1972 .
[14] David Mayers,et al. The effect of large block transactions on security prices: A cross-sectional analysis , 1987 .
[15] Maureen O'Hara,et al. Market Microstructure Theory , 1995 .
[16] Duane J. Seppi. Equilibrium Block Trading and Asymmetric Information , 1990 .
[17] Glenn Ellison,et al. Are some mutual fund managers better than others , 1999 .
[18] D. Bertsimas,et al. Optimal control of execution costs , 1998 .
[19] Dimitri Vayanos,et al. Strategic Trading and Welfare in a Dynamic Market , 1999 .
[20] A. Kyle. Continuous Auctions and Insider Trading , 1985 .
[21] Myron S. Scholes. The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices , 1972 .
[22] Louis K.C. Chan,et al. The Behavior of Stock Prices Around Institutional Trades , 1993 .
[23] Donald B. Keim,et al. The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects , 1996 .
[24] Louis K.C. Chan,et al. Institutional trades and intraday stock price behavior , 1991 .