Insider trading under discreteness

DOI10.1142/S0219024911006528MaRDI QIDQ3094331zbMATH OpenFDO

Authors Massimo Scotti

Publication date 24 October 2011

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

market microstructureequilibrium multiplicitystrategic tradingKyle's model

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50) Economic growth models (91B62)

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Cites work

• Insider Trading without Normality
• On the existence of linear equilibria in models of market making

Cited in

(6)

• Viable insider markets
• scientific article; zbMATH DE number 1827979 (Why is no real title available?)
• Weak Insider Trading and Behavioral Finance
• Insider trading in the Hong Kong stock market
• The insider's curse
• Insider Trading without Normality

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