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- W2912228889 abstract "I show that if more than one assets are correlated with a traded factor, then under certain conditions, an informed trader can make superior profits or reveal less information if she trades a combination of these correlated assets to gain exposure to the factor. Information sharing by market makers in correlated assets is thus necessary to level the playing field. The result holds for both risk neutral and risk averse investors." @default.
- W2912228889 created "2019-02-21" @default.
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- W2912228889 date "2007-01-01" @default.
- W2912228889 modified "2023-09-28" @default.
- W2912228889 title "Making Market for Correlated Assets" @default.
- W2912228889 doi "https://doi.org/10.2139/ssrn.970634" @default.
- W2912228889 hasPublicationYear "2007" @default.
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