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Insider trading in sequential auction markets with risk-aversion and time-discounting
Vitale, Paolo - In: The European journal of finance 23 (2017) 13/15, pp. 1267-1279
Persistent link: https://www.econbiz.de/10012014380
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Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levínský, René - 2020
novel call auction model with insider information. Our model predicts that more insider information improves informational … of insider information the call auction performs worse than continuous double auction. Testing these hypotheses in the … lab we find that insider information increases informational efficiency of call auction prices but does not decrease the …
Persistent link: https://www.econbiz.de/10012437539
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Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levínský, René - In: The European journal of finance 29 (2023) 3, pp. 255-277
Persistent link: https://www.econbiz.de/10014322519
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Existence of linear equilibria in the Kyle model with multiple informed traders
Nöldeke, Georg; Tröger, Thomas - 2001
We consider Kyle's market order model of insider trading with multiple informed traders and show: if a linear equilibrium exists for two different numbers of informed traders, asset payoff and noise trading are independent and have finite second moments, then these random variables are normally...
Persistent link: https://www.econbiz.de/10011538847
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How much can an insider win? : Uninformed demand and the capture of auction markets
Daripa, Arupratan - 2000
Persistent link: https://www.econbiz.de/10001536002
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The information advantage of underwriters in IPOs
Chiang, Yao-Min; Lowry, Michelle; Qian, Yiming - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5721-5740
Persistent link: https://www.econbiz.de/10012146895
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The price of disclosure in the Thoroughbred yearling market
Plant, Emily J.; Stowe, C. Jill - In: Journal of agricultural and applied economics 45 (2013) 2, pp. 243-257
Persistent link: https://www.econbiz.de/10009757125
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Risk, reward and uncertainty in buyer-seller transactions : the seller's view on combining posted prices and auctions
Ivanova-Stenzel, Radosveta; Kröger, Sabine - 2023
In Buy-It-Now auctions, sellers can post a take-it-or-leave-it price offer prior to an auction. While the literature …
Persistent link: https://www.econbiz.de/10014477420
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Towards an optimal IPO mechanism
Huibers, Fred E. - In: Journal of risk and financial management : JRFM 13 (2020) 6/115, pp. 1-14
measuring the impact of two key variables on this trade-off: capacity restraint and discount on the auction clearing price … consequently, the most predictable auction outcome. There are indications that a discount of 8% may suffice to incentivize …
Persistent link: https://www.econbiz.de/10012305138
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Risk, reward and uncertainty in buyer-seller transactions : the seller’s view on combining posted prices and auctions
Ivanova-Stenzel, Radosveta; Kröger, Sabine - 2023
Persistent link: https://www.econbiz.de/10014301410