Two-period model of insider trading with correlated signals

DOI10.1016/J.JMATECO.2014.03.003MaRDI QIDQ2452215zbMATH OpenOpenAlexFDO

Authors Wassim Daher, Leonard J. Mirman, Elias G. Saleeby

Publication date 2 June 2014

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

Full work available at URL https://doi.org/10.1016/j.jmateco.2014.03.003

zbMATH Keywords

correlated signalsdifference equationinsider tradingKyle model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Special types of economic equilibria (91B52) Economic growth models (91B62)

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Cites work

• Continuous Auctions and Insider Trading
• Experimentation with heteroskedastic noise
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• scientific article; zbMATH DE number 3196618 (Why is no real title available?)
• Insider trading with a random deadline
• Insider trading with correlated signals
• Insider trading with correlation between liquidity trading and a public signal
• Insider trading with product differentiation
• Public Disclosure and Dissimulation of Insider Trades
• Real and financial effects of insider trading with correlated signals
• Risk aversion, imperfect competition, and long-lived information
• Risk aversion, public disclosure, and long-lived information

Cited in

(11)

• Real and financial effects of insider trading with correlated signals
• Insider trading with correlated signals
• Insider trading with a random deadline under partial observations: maximal principle method
• scientific article; zbMATH DE number 5990435 (Why is no real title available?)
• Insider trading with correlation between liquidity trading and a public signal
• Insider Trading without Normality
• scientific article; zbMATH DE number 6402468 (Why is no real title available?)
• Study on different risk appetites and market structures insider trading under partially observation
• Strategic competition between insiders with public information and overconfident market makers
• Review of the single-period Kyle model (1985): foundations, extensions, and interdisciplinary futures
• Insider trading with different risk attitudes

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