Browsing Research Publications and Outputs by author "Agastya, Murali"
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Insider Trading, Informational Effciency and Allocative Effciency
Agastya, MuraliPublished 2003-05-01A dominant, net buyer of a certain asset receives a private signal that is correlated with its mean value. We call this insider a Boesky Insider when the quality of the received signal is such that the future value of the ...Open AccessWorking Paper -
Stochastic Stability In A Double Auction
Agastya, MuraliPublished 2003-05-01In a k-double auction, a buyer and a seller must simultaneously announce a bid and an ask price respectively. Exchange of the indivisible good takes place if and only if the bid is at least as high as the ask, the trading ...Open AccessWorking Paper
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