Insider trading with correlated signals

DOI10.1016/S0165-1765(99)00121-4zbMath1005.91057WikidataQ126645408 ScholiaQ126645408MaRDI QIDQ1960688

Leonard J. Mirman, Neelam Jain

Publication date: 12 January 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

informationinsider tradingcorrelated signals

Mathematics Subject Classification ID

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

Related Items

Insider trading with different risk attitudes, Insider trading with product differentiation, Existence of linear strategy equilibrium in insider trading with partial observations, INSIDER TRADING AND VOLUNTARY DISCLOSURE, Two-period model of insider trading with correlated signals, Sequential fair Stackelberg equilibria of linear strategies in risk-seeking insider trading, Insider trading with correlation between liquidity trading and a public signal, Insider trading with a random deadline under partial observations: maximal principle method, The impact of public information on insider trading

Cites Work

• Real and financial effects of insider trading with correlated signals
• Continuous Auctions and Insider Trading
• Insider Trading without Normality
• Unnamed Item