Stock Market Insider Trading in Continuous Time with Imperfect Dynamic Information
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References listed on IDEAS
- Luciano Campi & Umut Çetin, 2007. "Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling," Finance and Stochastics, Springer, vol. 11(4), pages 591-602, October.
- Brunnermeier, Markus K., 2001. "Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding," OUP Catalogue, Oxford University Press, number 9780198296980.
- Back, Kerry & Pedersen, Hal, 1998.
"Long-lived information and intraday patterns,"
Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 385-402, September.
- Kerry Back & Hal Pedersen, 1995. "Long-Lived Information and Intraday Patterns," Finance 9507009, University Library of Munich, Germany.
- Kerry Back & Hal Pedersen, 1995. "Long-Lived Information and Intraday Patterns," Finance 9507008, University Library of Munich, Germany.
- Back, Kerry, 1992. "Insider Trading in Continuous Time," The Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 387-409.
- repec:dau:papers:123456789/4436 is not listed on IDEAS
- Francesca Biagini & Bernt Øksendal, 2006. "Minimal Variance Hedging For Insider Trading," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1351-1375.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-GER-2016-07-16 (German Papers)
- NEP-MIC-2016-07-16 (Microeconomics)
- NEP-MST-2016-07-16 (Market Microstructure)
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