Strategic Trading When Agents Forecast the Forecasts of Others

• 1 September 1996
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 51  (4) , 1437-1478
• https://doi.org/10.2307/2329400

Abstract

Keywords

• FORECASTS
• AGENTS FORECAST
• STRATEGIC TRADING
• PROFITS
• INFORMED TRADERS
• DIFFERENTIALLY INFORMED
• RECEIVED
• LIQUIDITY TRADERS