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What is the value of knowing uninformed trades?

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  • Yu, Fan

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  • Yu, Fan, 1999. "What is the value of knowing uninformed trades?," Economics Letters, Elsevier, vol. 64(1), pages 87-98, July.
    • Handle: RePEc:eee:ecolet:v:64:y:1999:i:1:p:87-98
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    References listed on IDEAS

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    1. Jean-Charles Rochet & Jean-Luc Vila, 1994. "Insider Trading without Normality," Review of Economic Studies, Oxford University Press, vol. 61(1), pages 131-152.
    2. Holden, Craig W & Subrahmanyam, Avanidhar, 1992. "Long-Lived Private Information and Imperfect Competition," Journal of Finance, American Finance Association, vol. 47(1), pages 247-270, March.
    3. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-1335, November.
    4. Back, Kerry, 1992. "Insider Trading in Continuous Time," Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 387-409.
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    Cited by:

    1. Luo, Shunlong, 2001. "The impact of public information on insider trading," Economics Letters, Elsevier, vol. 70(1), pages 59-68, January.
    2. COLLA, Paolo, 2005. "A market microstructure rationale for the S&P game," LIDAM Discussion Papers CORE 2005008, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Jia, Xue, 2016. "On the role of information disclosures in capital markets," Other publications TiSEM 9bacfbaa-2162-49fe-92e6-5, Tilburg University, School of Economics and Management.
    4. Marmora, Paul & Rytchkov, Oleg, 2018. "Learning about noise," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 209-224.

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