An experiment examining insider trading with respect to different market structures

DOI10.1007/978-3-642-29210-1_35MaRDI QIDQ5176302zbMATH OpenOpenAlexFDO

Authors Philipp Hornung, Gernot Hinterleitner, Ulrike Leopold-Wildburger, Roland Mestel, Stefan Palan

Publication date 3 March 2015

Published in Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-29210-1_35

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability
• The analysis of insider trading under incomplete information
• Asset markets with insider trading disclosure rule and reselling constraint: an experimental analysis
• INSIDER TRADING RULES AND PRICE FORMATION IN SECURITIES MARKETS: AN ENTROPY ANALYSIS OF STRATEGIC TRADING
• Continuous Auctions and Insider Trading

Cited in

(5)

• Asymmetric information. A laboratory experimental analysis
• Asset markets with insider trading disclosure rule and reselling constraint: an experimental analysis
• Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability
• The use of information system technology to develop tests on insider trading and asymmetric information
• The effect of different market opening structures on market quality -- experimental evidence

This page was built for publication: An experiment examining insider trading with respect to different market structures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5176302)