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Insider trading with penalties
Carré, Sylvain, Collin-Dufresne, Pierre, Gabriel, Franck
Published in Journal of economic theory (01.07.2022)
Published in Journal of economic theory (01.07.2022)
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Journal Article
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin, Sánchez-Betancourt, Leandro, Smith, Benjamin
Published in Quantitative finance (04.03.2022)
Published in Quantitative finance (04.03.2022)
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Journal Article
A computing bias in estimating the probability of informed trading
William Lin, Hsiou-Wei, Ke, Wen-Chyan
Published in Journal of financial markets (Amsterdam, Netherlands) (01.11.2011)
Published in Journal of financial markets (Amsterdam, Netherlands) (01.11.2011)
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Journal Article
Co-impact: crowding effects in institutional trading activity
Bucci, F., Mastromatteo, I., Eisler, Z., Lillo, F., Bouchaud, J.-P., Lehalle, C.-A.
Published in Quantitative finance (01.02.2020)
Published in Quantitative finance (01.02.2020)
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Journal Article
Costs and benefits of financial regulation: Short-selling bans and transaction taxes
Lensberg, Terje, Schenk-Hoppé, Klaus Reiner, Ladley, Dan
Published in Journal of banking & finance (01.02.2015)
Published in Journal of banking & finance (01.02.2015)
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Journal Article