Insider trading and market manipulations--existence and uniqueness of equilibrium
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- Hellwig, Martin F., 1980. "On the aggregation of information in competitive markets," Journal of Economic Theory, Elsevier, vol. 22(3), pages 477-498, June.
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"Trading Volume and Asset Liquidity,"
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142, C.E.P.R. Discussion Papers.
- Diamond, Douglas W. & Verrecchia, Robert E., 1981. "Information aggregation in a noisy rational expectations economy," Journal of Financial Economics, Elsevier, vol. 9(3), pages 221-235, September.
- Roell, A., 1989. "Dual Capacity Trading And The Quality Of The Market," Papers 8943, Tilburg - Center for Economic Research.
- Vila, Jean-Luc, 1989. "Simple games of market manipulation," Economics Letters, Elsevier, vol. 29(1), pages 21-26.
- Anat R. Admati, Paul Pfleiderer, 1988. "A Theory of Intraday Patterns: Volume and Price Variability," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 3-40.
- Laffont, Jean-Jacques & Maskin, Eric, 1989. "Rational expectations with imperfect competition : A Bertrand-Edgeworth Example," Economics Letters, Elsevier, vol. 30(4), pages 269-274, October.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Kyle, Albert S, 1989. "Informed Speculation with Imperfect Competition," Review of Economic Studies, Wiley Blackwell, vol. 56(3), pages 317-55, July.
- Vila, Jean-Luc, 1987. "Spéculation et intérêt collectif," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 138-152, juin et s.
- Röell, A.A., 1989. "Dual capacity trading and the quality of the market," Discussion Paper 1989-43, Tilburg University, Center for Economic Research.
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