Risk-averse insider trading in multi-asset sequential auction markets

DOI10.1016/J.ECONLET.2012.08.030MaRDI QIDQ2440428zbMATH OpenOpenAlexFDO

Authors P. Vitale

Publication date 18 March 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.08.030

zbMATH Keywords

long-lived private informationrisk-aversionsequential auction markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

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Cites work

• Continuous Auctions and Insider Trading
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• Imperfect Competition in a Multi-Security Market with Risk Neutrality
• Risk aversion, imperfect competition, and long-lived information

Cited in

(6)

• Risk aversion, imperfect competition, and long-lived information
• Sequential fair Stackelberg equilibria of linear strategies in risk-seeking insider trading
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• The multivariate Kyle model: more is different
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• Insider trading with different risk attitudes

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