sequential trading
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2018 ◽  
Vol 109 ◽  
pp. 565-581 ◽  
Author(s):  
Shachar Kariv ◽  
Maciej H. Kotowski ◽  
C. Matthew Leister

2016 ◽  
Author(s):  
Shachar Kariv ◽  
Maciej H. Kotowski ◽  
C. Matthew Leister

2006 ◽  
Vol 51 (170) ◽  
pp. 7-42
Author(s):  
Dejan Trifunovic

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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