Insider trading with different risk attitudes

DOI10.1007/s00712-020-00703-xzbMath1451.91184OpenAlexW2766091676MaRDI QIDQ826644

Harun Aydilek, Wassim Daher, Elias G. Saleeby

Publication date: 6 January 2021

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/81733/1/MPRA_paper_81733.pdf

zbMATH Keywords

market structurerisk aversioninsider tradingKyle modelexponential utilityrisk neutrality

Mathematics Subject Classification ID

Utility theory (91B16) Financial markets (91G15)

Cites Work

• Insider trading with product differentiation
• On uniqueness of equilibrium in the Kyle model
• A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
• Risk aversion, imperfect competition, and long-lived information
• Risk aversion, public disclosure, and long-lived information
• Overconfidence on public information
• Insider trading with correlated signals
• Two-period model of insider trading with correlated signals
• Continuous Auctions and Insider Trading
• Strategic Trading in Informationally Complex Environments
• Activism, Strategic Trading, and Liquidity
• Insider Trading With a Random Deadline
• Existence of linear equilibria in the Kyle model with multiple informed traders