Stock market dynamics with rational liquidity traders
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Markets.
Volume (Year): 2 (1999)
Issue (Month): 4 (November)
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Web page: http://www.elsevier.com/locate/finmar
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Brooks, Raymond M, 1994. "Bid-Ask Spread Components around Anticipated Announcements," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 17(3), pages 375-86, Fall.
- Foster, F Douglas & Viswanathan, S, 1996. " Strategic Trading When Agents Forecast the Forecasts of Others," Journal of Finance, American Finance Association, vol. 51(4), pages 1437-78, September.
- Sherrill Shaffer, 2011.
"Strategic risk aversion,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 21(13), pages 949-956.
- Baruch, Shmuel, 2002. "Insider trading and risk aversion," Journal of Financial Markets, Elsevier, vol. 5(4), pages 451-464, October.
- Chanwoo Noh & Sungsub Choi, 2009. "Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 351-365, November.
- Kervel, V.L. van, 2013. "Competition between stock exchanges and optimal trading," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5663709, Tilburg University.
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