haku: @indexterm LINEAR MODELS / yhteensä: 118
viite: 14 / 118
Tekijä: | Back, K. Cao, H. Willard, G. A. |
Otsikko: | Imperfect competition among informed traders |
Lehti: | Journal of Finance
2000 : OCT, VOL. 15:5, p. 2117-2155 |
Asiasana: | Stock markets Linear models Econometric models Investors |
Kieli: | eng |
Tiivistelmä: | The purpose of this paper is to study the nature of competition between informed traders, and the rate at which information is revealed to the market, when traders may have diverse signals and can trade constinuously. The authors analyze competition among informed traders in the continuous-time Kyle (1985) model, as Foster and Viswanathan (1996) do in discrete time. |
SCIMA