Similar Search Results

Information in securities markets : Kyle meets Glosten and Milgrom

Back, Kerry E.; Baruch, Shmuel - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 2, pp. 433-465

Persistent link: https://www.econbiz.de/10001978001

Strategic liquidity provision in limit order markets

Back, Kerry E.; Baruch, Shmuel - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 363-392

Persistent link: https://www.econbiz.de/10009719090

Working orders in limit order markets and floor exchanges

Back, Kerry E.; Baruch, Shmuel - In: The journal of finance : the journal of the American … 62 (2007) 4, pp. 1589-1621

Persistent link: https://www.econbiz.de/10003522396

Working Orders in Limit-Order Markets and Floor Exchanges

Back, Kerry E. - 2005

Limit-order markets and floor exchanges are analyzed, assuming an informed trader and discretionary liquidity traders use market orders and can either submit block orders or work their demands as a series of small orders. By working their demands, large market-order traders pool with small...

Persistent link: https://www.econbiz.de/10012735969

Insider trading and risk aversion

Baruch, Shmuel - In: Journal of financial markets 5 (2002) 4, pp. 451-464

Persistent link: https://www.econbiz.de/10001711764

Who benefits from an open limit-order book?

Baruch, Shmuel - In: The journal of business : B 78 (2005) 4, pp. 1267-1306

Persistent link: https://www.econbiz.de/10003172626

Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003

Back, Kerry E. (contributor); Frittelli, Marco (ed.); … - 2004

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and...

Persistent link: https://www.econbiz.de/10002392702

Asset pricing and portfolio choice theory

Back, Kerry E. - 2010

Persistent link: https://www.econbiz.de/10008662772

Back, Kerry E. - In: Journal of mathematical economics 15 (1986) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10001025262

A compact space of transitive locally non-satiated preference relations

Back, Kerry E. - In: Economics letters 3 (1987), pp. 253-256

Persistent link: https://www.econbiz.de/10001032395

1
2
3
4
5
6
7
8
9
10
Next
Last