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Risk-averse insider trading in multi-asset sequential auction markets
Vitale, Paolo - In: Economics letters 117 (2012) 3, pp. 673-675
Persistent link: https://www.econbiz.de/10009679773
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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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Continuous auctions and insider trading uniqueness and risk aversion
Cho, Kyung-Ha - In: Finance and stochastics 7 (2003) 1, pp. 47-71
Persistent link: https://www.econbiz.de/10001724640
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Insider behavior under different market structures : experimental evidence on trading patterns, manipulation, and profitability
Hornung, Philipp; Leopold-Wildburger, Ulrike; Mestel, Roland - In: Central European journal of operations research : CEJOR … 23 (2015) 2, pp. 357-373
Persistent link: https://www.econbiz.de/10011291391
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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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Insider Trading with Temporary Price Impact
Barger, Weston - 2020
subjected to a transaction cost as well as a market maker tasked with setting fair transaction prices. In a single auction model … equilibrium behaviour. In a continuous time analogue of the single auction model, incorporation of a transaction costs allows the …
Persistent link: https://www.econbiz.de/10012827084
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Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation
Colwell, David B. - 2020
We introduce a theoretical model of executives with insider information who receive executive stock options (ESOs) as incentives and optimize their “outside wealth” portfolios. We show that insider information nullifies ESO incentivizing, misaligning executives' and shareholders' interests....
Persistent link: https://www.econbiz.de/10012850239
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Does inside trading affect managers' decision-making? : a theoretical investigation
Cao, Ning; Li, Shanmin; Li, Yong - In: Journal of mathematical finance 5 (2015) 4, pp. 348-359
Persistent link: https://www.econbiz.de/10011438594
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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