Our work aims to analyze the possible effects on stock prices of feedback trading, in presence of privately informed traders and transaction costs. We study a market model participated by feedback traders interacting with a risk averse insider and a risk neutral market maker.
A feedback trading model in a market with private information and frictions
FAVALE, SELENIA ANNA MARIA
2015
Abstract
Our work aims to analyze the possible effects on stock prices of feedback trading, in presence of privately informed traders and transaction costs. We study a market model participated by feedback traders interacting with a risk averse insider and a risk neutral market maker.File in questo prodotto:
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Selenia Favale - 2015 - Frontespizio corretto.pdf
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14242/195829
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URN:NBN:IT:UNIROMA2-195829