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On the Equivalence of Noise Trader and Hedger Models in Market Microstructure

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  • Sarkar Asani

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  • Sarkar Asani, 1994. "On the Equivalence of Noise Trader and Hedger Models in Market Microstructure," Journal of Financial Intermediation, Elsevier, vol. 3(2), pages 204-212, March.
    • Handle: RePEc:eee:jfinin:v:3:y:1994:i:2:p:204-212
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    Cited by:

    1. Luis Angel Medran & Xavier Vives, 2004. "Regulating Insider Trading When Investment Matters," Review of Finance, European Finance Association, vol. 8(2), pages 199-277.
    2. Säfvenblad, Patrik, 1997. "Lead-Lag Effects When Prices Reveal Cross-Security Information," SSE/EFI Working Paper Series in Economics and Finance 189, Stockholm School of Economics.
    3. Hirth Hans & Walther Martin, 2018. "Strategic Effects between Price-takers and Non-price-takers," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(2), pages 1-18, July.

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