Our work aims to analyze the possible effects on stock prices of feedback trading, in presence of privately informed traders and transaction costs. We study a market model participated by feedback traders interacting with a risk averse insider and a risk neutral market maker.
Favale, S. (2015). A feedback trading model in a market with private information and frictions [10.58015/favale-selenia-anna-maria_phd2015].
A feedback trading model in a market with private information and frictions
FAVALE, SELENIA ANNA MARIA
2015-01-01
Abstract
Our work aims to analyze the possible effects on stock prices of feedback trading, in presence of privately informed traders and transaction costs. We study a market model participated by feedback traders interacting with a risk averse insider and a risk neutral market maker.File in questo prodotto:
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