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There are 22343 results for: content related to: Imperfect Competition among Informed Traders

  1. Entry cost, the Tobin tax, and noise trading in the foreign exchange market

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 42, Issue 4, November / novembre 2009, Pages: 1501–1526, Kang Shi and Juanyi Xu

    Article first published online : 7 OCT 2009, DOI: 10.1111/j.1540-5982.2009.01555.x

  2. THE DEALERS' PRICE/SIZE QUOTE AND MARKET LIQUIDITY

    Journal of Financial Research

    Volume 19, Issue 2, Summer 1996, Pages: 243–271, Steven V. Mann and Pradipkumar Ramanlal

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00596.x

  3. Trade Timing, Price Volatility and Serial Correlation

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 911–934, Ming-Chang Wang and Lon-Ping Zu

    Article first published online : 3 MAY 2011, DOI: 10.1111/j.1468-036X.2011.00614.x

  4. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Article first published online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  5. Long-Lived Private Information and Imperfect Competition

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 247–270, CRAIG W. HOLDEN and AVANIDHAR SUBRAHMANYAM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03985.x

  6. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  7. FROM DISCRETE-TIME MODELS TO CONTINUOUS-TIME, ASYNCHRONOUS MODELING OF FINANCIAL MARKETS

    Computational Intelligence

    Volume 23, Issue 2, May 2007, Pages: 142–161, Katalin Boer, Uzay Kaymak and Jaap Spiering

    Article first published online : 14 MAY 2007, DOI: 10.1111/j.1467-8640.2007.00302.x

  8. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  9. Incomplete Information, Trading Costs and Cross-autocorrelations in Stock Returns

    Economic Notes

    Volume 33, Issue 1, February 2004, Pages: 145–181, Tarun Chordia and Bhaskaran Swaminathan

    Article first published online : 25 MAY 2004, DOI: 10.1111/j.0391-5026.2004.00128.x

  10. Discovering a Profitable Trading Strategy in an Apparently Efficient Market: Exploiting the Actions of Less Informed Traders in Speculative Markets

    Journal of Business Finance & Accounting

    Volume 39, Issue 7-8, September/October 2012, Pages: 1131–1159, Ming-Chien Sung, Johnnie E. V. Johnson and John Peirson

    Article first published online : 8 AUG 2012, DOI: 10.1111/j.1468-5957.2012.02300.x

  11. You have free access to this content
    Hidden Liquidity: Some New Light on Dark Trading

    The Journal of Finance

    Accepted manuscript online: 20 MAY 2015, ROBERT BLOOMFIELD, MAUREEN O'HARA and GIDEON SAAR

    DOI: 10.1111/jofi.12301

  12. Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 761–783, Charlie Charoenwong, David K. Ding and Nattawut Jenwittayaroje

    Article first published online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00270.x

  13. Liquidity and Optimal Market Transparency

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 599–623, Ariadna Dumitrescu

    Article first published online : 19 AUG 2010, DOI: 10.1111/j.1468-036X.2008.00474.x

  14. Studies on Information Asymmetry, Price Manipulation and Investor Performances

    Asia-Pacific Journal of Financial Studies

    Volume 37, Issue 6, December 2008, Pages: 1091–1131, Jin Yoo

    Article first published online : 22 MAR 2010, DOI: 10.1111/j.2041-6156.2008.tb00004.x

  15. On Speculation, Index Futures Markets, and the Link Between Market Volatility and Investor Welfare

    Financial Review

    Volume 31, Issue 2, May 1996, Pages: 227–263, Avanidhar Subrahmanyam

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1996.tb00872.x

  16. Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1665–1698, DAVID HIRSHLEIFER, AVANIDHAR SUBRAHMANYAM and SHERIDAN TITMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04777.x

  17. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078

  18. Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 431–465, David Easley, Maureen O'Hara and P.S. Srinivas

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.194060

  19. Crowding Out and the Informativeness of Security Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1475–1496, JONATHAN M. PAUL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04763.x

  20. Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange

    Financial Review

    Volume 49, Issue 3, August 2014, Pages: 539–564, Yang Sun, Huu Nhan Duong and Harminder Singh

    Article first published online : 16 JUL 2014, DOI: 10.1111/fire.12048