STOCK-PRICE MANIPULATION, MARKET MICROSTRUCTURE AND ASYMMETRIC INFORMATION

被引:73
作者
ALLEN, F
GORTON, G
机构
[1] University of Pennsylvania, Philadelphia
基金
美国国家科学基金会;
关键词
D O I
10.1016/0014-2921(92)90120-L
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:624 / 630
页数:7
相关论文
共 13 条
[1]   A Theory of Intraday Patterns: Volume and Price Variability [J].
Admati, Anat R. ;
Pfleiderer, Paul .
REVIEW OF FINANCIAL STUDIES, 1988, 1 (01) :3-40
[2]  
ALLEN F, 1990, 1390 R WHIT CTR WORK
[3]  
BAGNOLI M, 1990, STOCK PRICE MANIPULA
[4]  
BENABOU R, 1990, USING PRIVILEGED INF
[5]  
BLACK F, 1991, TRADING EQUILIBRIUM
[6]  
GLOSTEN L, 1985, J FINANC ECON, V1, P71
[7]  
JARROW RA, 1989, MARKET MANIPULATION
[8]  
JARROW RA, 1989, FUTURES MANIPULATION
[9]  
KUMAR P, 1990, FUTURES MANIPULATION
[10]  
KYLE A, 1985, ECONOMETRICA, V46, P1429