Real and financial effects of insider trading with correlated signals

DOI10.1007/PL00004086zbMath0969.91014OpenAlexW3125942640MaRDI QIDQ1584682

Neelam Jain, Leonard J. Mirman

Publication date: 4 October 2001

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00004086

zbMATH Keywords

insider tradingstock pricescorrelated signals

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60) Economics of information (91B44)

Related Items (5)

Insider trading with product differentiation ⋮ Existence of linear strategy equilibrium in insider trading with partial observations ⋮ Insider trading with correlated signals ⋮ Two-period model of insider trading with correlated signals ⋮ Sequential fair Stackelberg equilibria of linear strategies in risk-seeking insider trading

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