Insider trading with penalties

DOI10.1016/J.JET.2022.105461zbMath1497.91285arXiv1809.07545OpenAlexW2891751334MaRDI QIDQ2155227

Sylvain Carré, Franck Gabriel, Pierre Collin Dufresne

Publication date: 15 July 2022

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

Full work available at URL: https://arxiv.org/abs/1809.07545

zbMATH Keywords

insider tradingKyle modelmarket microstructuremarket regulationefficient penaltiesnon-linear equilibria

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Trading dynamics in decentralized markets with adverse selection
• On uniqueness of equilibrium in the Kyle model
• Government interventions in a dynamic market with adverse selection
• On the Existence of Linear Equilibria in Models of Market Making
• Continuous Auctions and Insider Trading
• Insider Trading without Normality
• Portfolio Selection with Transaction Costs

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