Insider trading under discreteness

DOI10.1142/S0219024911006528zbMATH Open1283.91129MaRDI QIDQ3094331FDOQ3094331

Authors: Massimo Scotti 

Publication date: 24 October 2011

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

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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)

Cites Work

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

Cited In (6)

• Viable insider markets
• Title not available (Why is that?)
• 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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