haku: @indexterm financial market trading / yhteensä: 54
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| Tekijä: | Vayanos, D. |
| Otsikko: | Strategic trading in a dynamic noisy market |
| Lehti: | Journal of Finance
2001 : FEB, VOL. 56:1, p. 131-171 |
| Asiasana: | Financial market trading Strategic management Econometric models |
| Kieli: | eng |
| Tiivistelmä: | This paper studies a dynamic model of a financial market with a strategic tarder. In each period the strategic trader receives a privately observed endowment in the stock. After receiving a stock endowment, the startegic trade is shown to decuce his risk exposure either by selling at a decreasing rate over time or by selling and then buying back some of the shares sold. |
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