Asset markets with insider trading disclosure rule and reselling constraint: an experimental analysis

DOI10.1016/J.JEDC.2019.103745OpenAlexW2972182978WikidataQ127310484 ScholiaQ127310484MaRDI QIDQ2291441

Edward Halim, Yohanes E. Riyanto

Publication date: 30 January 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103745

zbMATH Keywords

asymmetric informationasset marketlaboratory experimentdisclosureinsiderholding requirement

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• Z-Tree

Cites Work

• A general framework for evaluating executive stock options
• Dynamic portfolio choice and asset pricing with differential information
• Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments
• Risk aversion, mandatory disclosure and the concealment of information
• Bubble measures in experimental asset markets
• How do experienced traders respond to inflows of inexperienced traders? An experimental analysis
• Continuous Auctions and Insider Trading
• Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility
• Public Disclosure and Dissimulation of Insider Trades
• An Experimental Test of the Lucas Asset Pricing Model
• Judgemental Overconfidence, Self-Monitoring, and Trading Performance in an Experimental Financial Market

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