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Information and opinions in financial markets

Banerjee, Snehal - 2007

Persistent link: https://www.econbiz.de/10009691380

On the impossibility of insider trade in rational expectations equilibria

Zimper, Alexander - In: The North American journal of economics and finance : a … 28 (2014), pp. 109-118

Persistent link: https://www.econbiz.de/10010461170

Insiders, outsiders, and market breakdowns

Bhattacharya, Utpal - In: The review of financial studies 4 (1991) 2, pp. 255-282

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Rational delayed responses to earnings announcements

Lee, Andrew T. K. - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 1-41

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Insiders-outsiders, transparency and the value of the ticker

Cespa, Giovanni (contributor); Foucault, Thierry (contributor) - 2008

We consider a multi-period rational expectations model in which risk-averse investors differ in their information on past transaction prices (the ticker). Some investors (insiders) observe prices in real-time whereas other investors (outsiders) observe prices with a delay. As prices are...