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Insider trading and portfolio structure in experimental asset markets with a long-lived asset

Krahnen, Jan Pieter; Rieck, Christian; Theissen, Erik - In: The European journal of finance 5 (1999) 1, pp. 29-50

Persistent link: https://www.econbiz.de/10001439549

Insider trading and portfolio structure in experimental asset markets with a long lived asset

Krahnen, Jan Pieter - 1997

Persistent link: https://www.econbiz.de/10000975211

Dynamic asset pricing models with nonparametric expectations

Wöhrmann, Peter - 2002

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Efficient market hypothesis : a study on Indian capital market

Sen, Subir; Singh, B. M.; Mazumder, Sourav - In: Research bulletin / The Institute of Cost Accountants … 42 (2016/2017) 4, pp. 69-79

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Legal insider trading and stock market liquidity

Degryse, Hans; Jong, Frank de; Lefebvre, Jérémie - In: De economist : Netherlands economic review ; quarterly … 164 (2016) 1, pp. 83-104

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Private information disclosure in the secondary loan market and its impact on equity market trading costs

Saunders, Anthony; Shao, Pei; Xiao, Yuchao - In: Journal of financial markets 67 (2024), pp. 1-26

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Kapitalmarktprognosen und Insider-Trading

Ziehl, Katrin - 2006

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Literature review of experimental asset markets with insiders

Merl, Robert - 2021

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Misinformation about dividend payouts influences transaction prices in experimental asset markets

Polak, Mateusz; Polczyk, Romuald - In: E-Finanse : finansowy kwartalnik internetowy 15 (2019) 4, pp. 44-54

Correct information about the expected dividends and their probabilities is also available. METHOD: In two experiments, totaling34 Smith-Suchanek-Williams type double-auction continuous experimental markets (238 subjects), participants were exposed to misinformation regarding dividend payouts in...

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Opening and closing price efficiency : do financial markets need the call auction?

Ibikunle, Gbenga - In: Journal of international financial markets, … 34 (2015), pp. 208-227

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