Zobrazeno 1 - 10
of 157
pro vyhledávání: '"Collin‐Dufresne, Pierre"'
Autor:
COLLIN‐DUFRESNE, PIERRE (AUTHOR), JUNGE, BENJAMIN (AUTHOR), TROLLE, ANDERS B. (AUTHOR) abtr.fi@cbs.dk
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Apr2024, Vol. 79 Issue 2, p949-992. 44p.
We consider a one-period Kyle (1985) framework where the insider can be subject to a penalty if she trades. We establish existence and uniqueness of equilibrium for virtually any penalty function when noise is uniform. In equilibrium, the demand of t
Externí odkaz:
http://arxiv.org/abs/1809.07545
Autor:
Collin-Dufresne, Pierre1 (AUTHOR) pierre.collin-dufresne@epfl.ch, Fos, Vyacheslav2 (AUTHOR) fos@bc.edu, Muravyev, Dmitry3 (AUTHOR) muravyev@msu.edu
Publikováno v:
Journal of Financial & Quantitative Analysis. Sep2021, Vol. 56 Issue 6, p1945-1984. 40p.
Publikováno v:
In Journal of Economic Theory July 2022 203
Publikováno v:
NBER Working Papers; Oct2024, Issue 33038-33089, p1-61, 61p
Publikováno v:
The Journal of Finance, 2020 Oct 01. 75(5), 2719-2763.
Externí odkaz:
https://www.jstor.org/stable/45377898
Publikováno v:
In Journal of Financial Economics March 2021 139(3):922-949
Autor:
BOGOUSSLAVSKY, VINCENT (AUTHOR) bogoussl@bc.edu, COLLIN‐DUFRESNE, PIERRE (AUTHOR)
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Aug2023, Vol. 78 Issue 4, p2189-2232. 44p.
Publikováno v:
In Journal of Financial Economics May 2020 136(2):379-406
Autor:
Bai, Jennie, Collin-Dufresne, Pierre
Publikováno v:
Financial Management, 2019 Jul 01. 48(2), 417-439.
Externí odkaz:
https://www.jstor.org/stable/45213494