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What is the value of knowing uninformed trades?

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  • Yu, Fan

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  • Yu, Fan, 1999. "What is the value of knowing uninformed trades?," Economics Letters, Elsevier, vol. 64(1), pages 87-98, July.
    • Handle: RePEc:eee:ecolet:v:64:y:1999:i:1:p:87-98
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    References listed on IDEAS

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    1. Jean-Charles Rochet & Jean-Luc Vila, 1994. "Insider Trading without Normality," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 131-152.
    2. Holden, Craig W & Subrahmanyam, Avanidhar, 1992. "Long-Lived Private Information and Imperfect Competition," Journal of Finance, American Finance Association, vol. 47(1), pages 247-270, March.
    3. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-1335, November.
    4. Back, Kerry, 1992. "Insider Trading in Continuous Time," The Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 387-409.
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    Cited by:

    1. Luo, Shunlong, 2001. "The impact of public information on insider trading," Economics Letters, Elsevier, vol. 70(1), pages 59-68, January.
    2. COLLA, Paolo, 2005. "A market microstructure rationale for the S&P game," LIDAM Discussion Papers CORE 2005008, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Marmora, Paul & Rytchkov, Oleg, 2018. "Learning about noise," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 209-224.
    4. Jia, Xue, 2016. "On the role of information disclosures in capital markets," Other publications TiSEM 9bacfbaa-2162-49fe-92e6-5, Tilburg University, School of Economics and Management.

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