sequential trading
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scholarly journals Liquidity risk in sequential trading networks

2018 ◽  
Vol 109 ◽  
pp. 565-581 ◽  
Author(s):  
Shachar Kariv ◽  
Maciej H. Kotowski ◽  
C. Matthew Leister
Keyword(s):  
Liquidity Risk ◽  
Sequential Trading ◽  
Trading Networks

scholarly journals Liquidity Risk in Sequential Trading Networks

2016 ◽  
Author(s):  
Shachar Kariv ◽  
Maciej H. Kotowski ◽  
C. Matthew Leister
Keyword(s):  
Liquidity Risk ◽  
Sequential Trading ◽  
Trading Networks

scholarly journals Assymetric information in the financial market: Sequential move games

2006 ◽  
Vol 51 (170) ◽  
pp. 7-42
Author(s):  
Dejan Trifunovic
Keyword(s):  
Game Theory ◽  
Stock Market ◽  
Financial Market ◽  
Insider Trading ◽  
Market Maker ◽  
Bid Ask Spread ◽  
Market Crashes ◽  
Dynamic Trading ◽  
Sequential Trading ◽  
Informational Advantage

This paper analyses equilibrium in financial market when investors are aymmetrically informed, by using the methodology of game theory. We will show that bid-ask spread is increasing in probability of insider trading. Dynamic trading models suggest that insider?s informational advantage over market-maker is diminishing in time. By using sequential trading models we can explain various types of market manipulations and stock market crashes.

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