Activism, Strategic Trading, and Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.2873840 ◽

2016 ◽

Author(s):

Kerry Back ◽

Vyacheslav Fos ◽

Tao Li

Keyword(s):

Strategic Trading

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A Continuous-Time Model of Strategic Trading Under Asymmetric Information

SSRN Electronic Journal ◽

10.2139/ssrn.1108751 ◽

2008 ◽

Author(s):

Ming Guo ◽

Hui Ou-Yang

Keyword(s):

Asymmetric Information ◽

Continuous Time ◽

Continuous Time Model ◽

Time Model ◽

Strategic Trading

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Technical Appendix: Information Sales and Strategic Trading

SSRN Electronic Journal ◽

10.2139/ssrn.1404445 ◽

2009 ◽

Author(s):

Diego Garcia ◽

Francesco Sangiorgi

Keyword(s):

Strategic Trading

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Strategic Trading with Fundamental and Non-Fundamental Information

SSRN Electronic Journal ◽

10.2139/ssrn.2031936 ◽

2012 ◽

Author(s):

Ming Guo ◽

Hui Ou-Yang

Keyword(s):

Strategic Trading ◽

Fundamental Information

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Robust pricing under strategic trading

Journal of Economic Theory ◽

10.1016/j.jet.2021.105201 ◽

2021 ◽

pp. 105201

Author(s):

Aibo Gong ◽

Shaowei Ke ◽

Yawen Qiu ◽

Rui Shen

Keyword(s):

Strategic Trading

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Strategic trading in informationally complex environments

Proceedings of the fifteenth ACM conference on Economics and computation - EC '14 ◽

10.1145/2600057.2602842 ◽

2014 ◽

Author(s):

Nicolas S. Lambert ◽

Michael Ostrovsky ◽

Mikhail Panov

Keyword(s):

Complex Environments ◽

Strategic Trading

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Strategic Trading with Information Acquisition and Long-Memory Stochastic Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.3973864 ◽

2021 ◽

Author(s):

Jinhui Han ◽

Guiyuan Ma ◽

Adrian Kennedy

Keyword(s):

Long Memory ◽

Information Acquisition ◽

Strategic Trading

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Strategic Trading with Information Acquisition and Long-Memory Stochastic Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.3901705 ◽

2021 ◽

Author(s):

Jinhui Han ◽

Guiyuan Ma ◽

Adrian Kennedy

Keyword(s):

Long Memory ◽

Information Acquisition ◽

Strategic Trading

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Strategic Trading by Insiders in Reaction to Institutions: A Rat-Race Effect

SSRN Electronic Journal ◽

10.2139/ssrn.3822943 ◽

2021 ◽

Author(s):

Lai T. Hoang ◽

Marvin Wee ◽

Joey (Wenling) Yang

Keyword(s):

Strategic Trading ◽

Race Effect

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Insider Trading Rules and Price Formation in Securities Markets - An Entropy Analysis of Strategic Trading

SSRN Electronic Journal ◽

10.2139/ssrn.673222 ◽

2005 ◽

Author(s):

Karl Ludwig Keiber

Keyword(s):

Insider Trading ◽

Price Formation ◽

Securities Markets ◽

Entropy Analysis ◽

Trading Rules ◽

Strategic Trading

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Pollution Permits, Strategic Trading and Dynamic Technology Adoption

SSRN Electronic Journal ◽

10.2139/ssrn.1802360 ◽

2011 ◽

Author(s):

Santiago Moreno-Bromberg ◽

Luca Taschini

Keyword(s):

Technology Adoption ◽

Pollution Permits ◽

Strategic Trading

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