Insider trading equilibrium in a market with memory

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Biagini, Francesca, et al. “Insider Trading Equilibrium in a Market With Memory”. Mathematics and Financial Economics, vol. 6, no. 3, 2012, pp. 229-47, https://doi.org/10.1007/s11579-012-0065-6.
Biagini, F., Hu, Y., Meyer-Brandis, T., & Øksendal, B. (2012). Insider trading equilibrium in a market with memory. Mathematics and Financial Economics, 6(3), 229-247. https://doi.org/10.1007/s11579-012-0065-6
Biagini F, Hu Y, Meyer-Brandis T, Øksendal B. Insider trading equilibrium in a market with memory. Mathematics and Financial Economics. 2012;6(3):229-47.
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Refrences
Title Journal Journal Categories Citations Publication Date
General approach to filtering with fractional brownian noises — application to linear systems Stochastics and Stochastic Reports 17 2000
Insider Trading in Continuous Time The Review of Financial Studies
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 246 1992
Continuous Auctions and Insider Trading Econometrica
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
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Stochastic calculus with respect to continuous finite quadratic variation processes Stochastics and Stochastic Reports 62 2000
10.1007/978-3-540-75873-0 2008
Citations
Title Journal Journal Categories Citations Publication Date
Kyle–Back models with risk aversion and non-Gaussian beliefs The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2023
Insider trading with dynamic asset under market makers' partial observations

 AIMS Mathematics 2023
Insider Trading with a Random Deadline under Partial Observations: Maximal Principle Method Acta Mathematicae Applicatae Sinica, English Series
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 3 2022
Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information Journal of Mathematical Analysis and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 5 2021
Insider Trading with Memory under Random Deadline

 Journal of Mathematics
  • Science: Mathematics
  • Science: Mathematics
 2 2021
Citations Analysis
Category Category Repetition
Science: Mathematics7
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods3
Social Sciences: Statistics2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Science: Science (General)1
Technology: Mechanical engineering and machinery1
Technology: Engineering (General). Civil engineering (General)1
Social Sciences: Finance1
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Commerce: Business1
Science: Mathematics: Probabilities. Mathematical statistics1
The category Science: Mathematics 7 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION and was published in 2014. The most recent citation comes from a 2023 study titled Kyle–Back models with risk aversion and non-Gaussian beliefs. This article reached its peak citation in 2021, with 4 citations. It has been cited in 10 different journals, 20% of which are open access. Among related journals, the AIMS Mathematics cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year