Strategic Trading with Information Acquisition and Long-Memory Stochastic Liquidity

2021 ◽  
Author(s):  
Jinhui Han ◽  
Guiyuan Ma ◽  
Adrian Kennedy
Keyword(s):  
Long Memory ◽  
Information Acquisition ◽  
Strategic Trading

Strategic trading and unobservable information acquisition

2020 ◽  
Vol 138 (2) ◽  
pp. 458-482 ◽  
Author(s):  
Snehal Banerjee ◽  
Bradyn Breon-Drish
Keyword(s):  
Information Acquisition ◽  
Strategic Trading

Strategic Trading, Liquidity, and Information Acquisition

2003 ◽  
Vol 17 (2) ◽  
pp. 295-337 ◽  
Author(s):  
Haim Mendelson ◽  
Tunay I. Tunca
Keyword(s):  
Information Acquisition ◽  
Strategic Trading

Term-Long Memory

1984 ◽  
Vol 29 (7) ◽  
pp. 576-577
Author(s):  
Leonard D. Stern
Keyword(s):  
Long Memory

Limit theorems for long-memory flows on Wiener chaos

Bernoulli ◽  
2020 ◽  
Vol 26 (2) ◽  
pp. 1473-1503 ◽  
Author(s):  
Shuyang Bai ◽  
Murad S. Taqqu
Keyword(s):  
Long Memory ◽  
Limit Theorems ◽  
Wiener Chaos
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