Insider Trading without Normality
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Publication:4282695
DOI10.2307/2297880zbMath0796.90004OpenAlexW3121515250MaRDI QIDQ4282695
Jean-Charles Rochet, Jean-Luc Vila
Publication date: 14 March 1994
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297880
existenceuniquenessequilibriumsignalling gamesincentive compatibility constraintsmonopolistic rational expectations models
Other game-theoretic models (91A40) General equilibrium theory (91B50) Economics of information (91B44)
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Insider trading with penalties ⋮ Moral hazard with excess returns ⋮ Insider trading with product differentiation ⋮ Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces ⋮ Dampening effect and market efficiency ⋮ What is the value of knowing uninformed trades? ⋮ Insider trading with correlated signals ⋮ Liquidity and the marginal value of information ⋮ Does competitive pricing cause market breakdown under extreme adverse selection? ⋮ Front-running dynamics ⋮ Kyle v. Kyle ('85 v. '89) ⋮ A characterization of the distributions that imply existence of linear equilibria in the Kyle-model ⋮ Rational destabilization in a frictionless market ⋮ Workup ⋮ Noisy information and the size effect in stock returns ⋮ INSIDER TRADING UNDER DISCRETENESS ⋮ Snowballing private information ⋮ The impact of public information on insider trading ⋮ An optimal transport problem with backward martingale constraints motivated by insider trading
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