Please use this identifier to cite or link to this item:
http://dspace.mediu.edu.my:8181/xmlui/handle/10261/1828Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Dumitrescu, Ariadna | - |
| dc.date | 2007-11-05T12:45:30Z | - |
| dc.date | 2007-11-05T12:45:30Z | - |
| dc.date | 2003-10-08 | - |
| dc.date.accessioned | 2017-01-31T00:57:59Z | - |
| dc.date.available | 2017-01-31T00:57:59Z | - |
| dc.identifier | http://hdl.handle.net/10261/1828 | - |
| dc.identifier.uri | http://dspace.mediu.edu.my:8181/xmlui/handle/10261/1828 | - |
| dc.description | We develop a model of insider trading where agents have private information either about liquidation value or about supply and behave strategically to maximize their profits. The supply informed trader plays a dual role in market making and in information revelation. This trader not only reveals a part of the information he owns, but he also induces the other traders to reveal more of their private information. The presence of different types of information decreases market liquidity and induces non-monotonicity of the market indicators with respect to the variance of liquidation value. Replacing the noise introduced by liquidity traders with a random supply also allows us to study the effect the shocks on different components of supply have on prices and quantities. | - |
| dc.language | eng | - |
| dc.relation | UFAE and IAE Working Papers | - |
| dc.relation | 591.03 | - |
| dc.rights | openAccess | - |
| dc.subject | Insider trading | - |
| dc.subject | Imperfect competition | - |
| dc.title | Imperfect Competition and Market Liquidity with a Supply Informed Trader | - |
| dc.type | Documento de trabajo | - |
| Appears in Collections: | Digital Csic | |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.