Copertina

Strategic Informed Trading and the Value of Private Information

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Anthropelos, Michail, Robertson, Scott
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Trading and Market Microstructure General Economics Economics 91B69, 91G10
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
di: Ng, Hunter
Pubblicazione: (2024)

Multiperiod Groundwater Markets
di: Cialenco, Igor, et al.
Pubblicazione: (2026)

Optimal Benchmark Design under Costly Manipulation
di: Hernando-Veciana, Ángel
Pubblicazione: (2025)

Economics of NFTs: The Value of Creator Royalties
di: Falk, Brett Hemenway, et al.
Pubblicazione: (2022)

An Infinite-Dimensional Insider Trading Game
di: Keller, Christian, et al.
Pubblicazione: (2026)

Unwinding Stochastic Order Flow: When to Warehouse Trades
di: Nutz, Marcel, et al.
Pubblicazione: (2023)

Mathematical Model of International Trade and Global Economy
di: Gonchar, N. S., et al.
Pubblicazione: (2021)

Wealth or Stealth? The Camouflage Effect in Insider Trading
di: Ma, Jin, et al.
Pubblicazione: (2025)

Mean-field equilibrium price formation with exponential utility
di: Fujii, Masaaki, et al.
Pubblicazione: (2023)

Financial market geometry: The tube oscillator
di: Katic, Dragoljub, et al.
Pubblicazione: (2024)

The Value of Information: A Puzzle
di: Kadan, Ohad, et al.
Pubblicazione: (2026)

High-Frequency Analysis of a Trading Game with Transient Price Impact
di: Nutz, Marcel, et al.
Pubblicazione: (2025)

Information Flow in the FTX Bankruptcy: A Network Approach
di: De Blasis, Riccardo, et al.
Pubblicazione: (2024)

The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
di: Xu, Ziyi, et al.
Pubblicazione: (2023)

Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
di: Fluri, Lars, et al.
Pubblicazione: (2024)

Multi-Asset Bubbles Equilibrium Price Dynamics
di: Cordoni, Francesco
Pubblicazione: (2022)

Modeling for the Growth of Unorganized Retailing in the Presence of Organized and E-Retailing in Indian Pharmaceutical Industry
di: Mondal, Koushik, et al.
Pubblicazione: (2025)

The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
di: Nechepurenko, Maksym
Pubblicazione: (2026)

Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
di: Nechepurenko, Maksym
Pubblicazione: (2026)

A multi-factor market-neutral investment strategy for New York Stock Exchange equities
di: Gkolemis, Georgios M., et al.
Pubblicazione: (2024)

Looking into informal currency markets as Limit Order Books: impact of market makers
di: Figal, Alejandro García, et al.
Pubblicazione: (2025)

The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
di: Capponi, Agostino, et al.
Pubblicazione: (2026)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
di: Lipton, Alexander, et al.
Pubblicazione: (2024)

A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
di: Qiao, Bixing, et al.
Pubblicazione: (2025)

Optimal Execution among $N$ Traders with Transient Price Impact
di: Campbell, Steven, et al.
Pubblicazione: (2025)

Randomization in Optimal Execution Games
di: Campbell, Steven, et al.
Pubblicazione: (2025)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
di: Lopez-Lira, Alejandro
Pubblicazione: (2025)

TradeMech: A Method to Multilaterally Net Trades Without Altering Counterparty Exposure
di: Aronoff, Daniel, et al.
Pubblicazione: (2026)

MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning
di: Su, Junwei, et al.
Pubblicazione: (2024)

Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
di: Singha, Mainak
Pubblicazione: (2025)

Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model
di: Kurth, Jutta G., et al.
Pubblicazione: (2025)

Manipulation in Prediction Markets: An Agent-based Modeling Experiment
di: Smart, Bridget, et al.
Pubblicazione: (2026)

Robust Market Making: To Quote, or not To Quote
di: Wang, Ziyi, et al.
Pubblicazione: (2025)

ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility
di: Wang, Ziyi, et al.
Pubblicazione: (2025)

Trading Graph Neural Network
di: Wu, Xian
Pubblicazione: (2025)

Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
di: Palmari, Gianluca, et al.
Pubblicazione: (2024)

Liquidity provision of utility indifference type in decentralized exchanges
di: Fukasawa, Masaaki, et al.
Pubblicazione: (2025)

Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals
di: Deep, Gagan, et al.
Pubblicazione: (2025)

Non-unique time and market incompleteness
di: Angstmann, Chris, et al.
Pubblicazione: (2026)

The Support and Resistance Line Method: An Analysis via Optimal Stopping
di: Henderson, Vicky, et al.
Pubblicazione: (2021)