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Frontrunning the signals: As arbitrage between sophisticates
This paper presents a model in which some sophisticated investors do not wait for receipt of a signal before purchasing an asset. Its critical innovation is an arbitrage equation for frontrunning. Some sophisticates who will receive information in the next period arbitrage against similar sophistica...
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| Yayımlandı: | Proc Natl Acad Sci U S A |
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| Asıl Yazarlar: | , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
National Academy of Sciences
2021
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| Konular: | |
| Online Erişim: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8020781/ https://ncbi.nlm.nih.gov/pubmed/33758103 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.2025524118 |
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