Two-period model of insider trading with correlated signals

DOI10.1016/J.JMATECO.2014.03.003zbMath1297.91070OpenAlexW1997387345MaRDI QIDQ2452215

Elias G. Saleeby, Wassim Daher, Leonard J. Mirman

Publication date: 2 June 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2014.03.003

zbMATH Keywords

insider tradingKyle modeldifference equationcorrelated signals

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Related Items (2)

Insider trading with different risk attitudes ⋮ Insider trading with a random deadline under partial observations: maximal principle method

Cites Work

• Insider trading with product differentiation
• Risk aversion, imperfect competition, and long-lived information
• Experimentation with heteroskedastic noise
• Real and financial effects of insider trading with correlated signals
• Risk aversion, public disclosure, and long-lived information
• Insider trading with correlated signals
• Insider trading with correlation between liquidity trading and a public signal
• Continuous Auctions and Insider Trading
• Public Disclosure and Dissimulation of Insider Trades
• Insider Trading With a Random Deadline
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