The impact of public information on insider trading

DOI10.1016/S0165-1765(00)00347-5zbMATH Open0968.91011MaRDI QIDQ1589604FDOQ1589604

Authors: R. Smith 

Publication date: 12 December 2000

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

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zbMATH Keywords

Nash equilibriumprivate informationpublic informationinsider trading

Mathematics Subject Classification ID

Economics of information (91B44) Special types of economic equilibria (91B52)

Cites Work

• Continuous Auctions and Insider Trading
• Insider trading with correlated signals
• Insider Trading without Normality
• What is the value of knowing uninformed trades?

Cited In (8)

• The effect of realized future growth opportunities on insider trading
• Public information and uninformed trading: implications for market liquidity and price efficiency
• Sequential fair Stackelberg equilibria of linear strategies in risk-seeking insider trading
• Insider trading with correlation between liquidity trading and a public signal
• Overconfidence on public information
• Linear Bayesian equilibrium in insider trading with a random time under partial observations
• Insider trading with a random deadline under partial observations: maximal principle method
• Can public information promote market stability?

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