The impact of public information on insider trading

DOI10.1016/S0165-1765(00)00347-5MaRDI QIDQ1589604zbMATH OpenFDO

Authors R. Smith

Publication date 12 December 2000

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Nash equilibriumprivate informationpublic informationinsider trading

Mathematics Subject Classification ID

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

Recommendations

• Scientific article; zbMATH DE number 1827979
• Insider trading with uncertain date of publication
• Public Disclosure and Dissimulation of Insider Trades
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• The analysis of insider trading under incomplete information

Cites work

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

Cited in

(8)

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

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