Strategic Trading in Informationally Complex Environments
收藏NBER2014-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20516
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资源简介：
We study trading behavior and the properties of prices in informationally complex markets. Our model is based on the single-period version of the linear-normal framework of Kyle (1985). We allow for essentially arbitrary correlations among the random variables involved in the model: the value of the
提供机构：
美国国家经济研究局
创建时间：
2014-09-01
