Insider trading and the short-swing profit rule

DOI10.1016/J.JET.2017.03.004MaRDI QIDQ2397646zbMATH OpenOpenAlexFDO

Authors Stephen L. Lenkey

Publication date 23 May 2017

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2017.03.004

zbMATH Keywords

asymmetric informationinsider tradingfinancial regulation

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Trade models (91B60)

Recommendations

• Regulating Insider Trading When Investment Matters *
• INSIDER TRADING RULES AND PRICE FORMATION IN SECURITIES MARKETS: AN ENTROPY ANALYSIS OF STRATEGIC TRADING
• Public Disclosure and Dissimulation of Insider Trades
• Insider trading with penalties
• Real and financial effects of insider trading with correlated signals

Cites work

• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
• Continuous Auctions and Insider Trading
• Finite bubbles with short sale constraints and asymmetric information
• Information, trade and common knowledge
• Informed manipulation.
• Portfolio selection with transactions costs
• Public Disclosure and Dissimulation of Insider Trades
• Rational panics and stock market crashes.
• Regulating Insider Trading When Investment Matters *

Cited in

(3)

• Insider trading in the Hong Kong stock market
• Should insider trading be prohibited when share repurchases are allowed?
• Insiders and Their Free Lunches: The Role of Short Positions

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