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Assymetric information in the financial market: Sequential move games
This paper analyses equilibrium in financial market when investors are aymmetrically informed, by using the methodology of game theory. We will show that bid-ask spread is increasing in probability of insider trading. Dynamic trading models suggest that insider’s informational advantage over market-...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Faculty of Economics, Belgrade
2006-01-01
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| Colecção: | Ekonomski Anali |
| Assuntos: | |
| Acesso em linha: | http://www.doiserbia.nb.rs/img/doi/0013-3264/2006/0013-32640670007T.pdf |
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