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| Author: | Cho, J-W. Shin, J. Singh, R. |
| Title: | Endogenous informed trading in the presence of trading costs: Theory and evidence |
| Journal: | Journal of Financial Markets
1999 : AUG, VOL. 2:3, p. 273-305 |
| Index terms: | Stock markets Costs Models |
| Freeterms: | Trading costs |
| Language: | eng |
| Abstract: | The basic premise of the model proposed in this study is that market frictions (trading costs) force traders with market-wide information to strategically choose which securities to trade in. There is studied the effect of recognizing trading costs on the choices of informed traders and the resulting statistical properties of security prices. |
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