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Risk aversion, imperfect competition, and long-lived information

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Author Info

  • Holden, Craig W.
  • Subrahmanyam, Avanidhar

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File URL: http://www.sciencedirect.com/science/article/B6V84-45BCN2J-14/2/56a697cc8fdd039a70be8b8590998cd6
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 44 (1994)
Issue (Month): 1-2 ()
Pages: 181-190

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Handle: RePEc:eee:ecolet:v:44:y:1994:i:1-2:p:181-190

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Web page: http://www.elsevier.com/locate/ecolet

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Cited by:
  1. Zhang, Wei David, 2004. "Risk aversion, public disclosure, and long-lived information," Economics Letters, Elsevier, vol. 85(3), pages 327-334, December.
  2. Ming-Chang Wang & Lon-Ping Zu & Chau-Jung Kuo, 2010. "Risk aversion, order strategy and price formation," Applied Economics, Taylor & Francis Journals, vol. 42(5), pages 627-640.
  3. Baruch, Shmuel, 2002. "Insider trading and risk aversion," Journal of Financial Markets, Elsevier, vol. 5(4), pages 451-464, October.
  4. Back, Kerry & Pedersen, Hal, 1998. "Long-lived information and intraday patterns," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 385-402, September.
  5. Shachat, Jason & Srivinasan, Anand, 2011. "Informational price cascades and non-aggregation of asymmetric information in experimental asset markets," MPRA Paper 30308, University Library of Munich, Germany.
  6. Roland Kirstein, 2009. "Risk-Neutral Monopolists are Variance-Averse," FEMM Working Papers 09012, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  7. Ramdan Dridi & Laurent Germain, 2000. "Noise and Competition in Strategic Oligopoly," STICERD - Econometrics Paper Series /2000/395, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  8. Acharya, Viral V. & Johnson, Timothy C., 2010. "More insiders, more insider trading: Evidence from private-equity buyouts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 500-523, December.
  9. repec:wyi:wpaper:002023 is not listed on IDEAS
  10. Huang, Hui, 2008. "Risk aversion, mandatory disclosure and the concealment of information," Economics Letters, Elsevier, vol. 99(1), pages 2-9, April.
  11. Vitale, Paolo, 2012. "Risk-averse insider trading in multi-asset sequential auction markets," Economics Letters, Elsevier, vol. 117(3), pages 673-675.
  12. Dimitri Vayanos, 2001. "Strategic Trading in a Dynamic Noisy Market," Journal of Finance, American Finance Association, vol. 56(1), pages 131-171, 02.
  13. Peter Koudijs, 2013. "'Those Who Know Most': Insider Trading in 18th c. Amsterdam," NBER Working Papers 18845, National Bureau of Economic Research, Inc.

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