Insider trading and the short-swing profit rule

DOI10.1016/j.jet.2017.03.004zbMath1400.91316OpenAlexW2597104119MaRDI QIDQ2397646

Stephen L. Lenkey

Publication date: 23 May 2017

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

Full work available at URL: https://doi.org/10.1016/j.jet.2017.03.004

zbMATH Keywords

asymmetric informationinsider tradingfinancial regulation

Mathematics Subject Classification ID

Trade models (91B60) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Information, trade and common knowledge
• Portfolio selection with transactions costs
• Finite bubbles with short sale constraints and asymmetric information
• Rational panics and stock market crashes.
• Informed manipulation.
• Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
• Continuous Auctions and Insider Trading
• Public Disclosure and Dissimulation of Insider Trades
• Regulating Insider Trading When Investment Matters *
• A Model of Intertemporal Asset Prices Under Asymmetric Information