Risk aversion, imperfect competition, and long-lived information
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 44 (1994)
Issue (Month): 1-2 ()
Contact details of provider:
Web page: http://www.elsevier.com/locate/ecolet
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Zhang, Wei David, 2004. "Risk aversion, public disclosure, and long-lived information," Economics Letters, Elsevier, vol. 85(3), pages 327-334, December.
- 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.
- Baruch, Shmuel, 2002. "Insider trading and risk aversion," Journal of Financial Markets, Elsevier, vol. 5(4), pages 451-464, October.
- Back, Kerry & Pedersen, Hal, 1998. "Long-lived information and intraday patterns," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 385-402, September.
- Shachat, Jason & Srivinasan, Anand, 2011.
"Informational price cascades and non-aggregation of asymmetric information in experimental asset markets,"
30308, University Library of Munich, Germany.
- Roland Kirstein, 2009. "Risk-Neutral Monopolists are Variance-Averse," FEMM Working Papers 09012, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- 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.
- 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.
- Acharya, Viral V & Johnson, Tim, 2007. "More Insiders, More Insider Trading: Evidence from Private Equity Buyouts," CEPR Discussion Papers 6622, C.E.P.R. Discussion Papers.
- repec:wyi:wpaper:002023 is not listed on IDEAS
- Huang, Hui, 2008. "Risk aversion, mandatory disclosure and the concealment of information," Economics Letters, Elsevier, vol. 99(1), pages 2-9, April.
- Vitale, Paolo, 2012. "Risk-averse insider trading in multi-asset sequential auction markets," Economics Letters, Elsevier, vol. 117(3), pages 673-675.
- Dimitri Vayanos, 2001.
"Strategic Trading in a Dynamic Noisy Market,"
Journal of Finance,
American Finance Association, vol. 56(1), pages 131-171, 02.
- Peter Koudijs, 2013. "'Those Who Know Most': Insider Trading in 18th c. Amsterdam," NBER Working Papers 18845, National Bureau of Economic Research, Inc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.