Hype and Dump Manipulation.

This paper introduces signaling in a standard market microstructure model so as to explore the economic circumstances under which hype and dump manipulation can be an equilibrium outcome. We consider a discrete time, multi-period model with stages of signaling and asset trading. A single informed tr...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों: Eren, N, Ozsoylev, H
स्वरूप: Working paper
भाषा:English
प्रकाशित: Oxford Finance 2008

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