Insider trading with different risk attitudes

DOI10.1007/S00712-020-00703-XMaRDI QIDQ826644zbMATH OpenOpenAlexFDO

Authors Wassim Daher, Harun Aydilek, Elias G. Saleeby

Publication date 6 January 2021

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

Full work available at URL https://mpra.ub.uni-muenchen.de/81733/1/MPRA_paper_81733.pdf

zbMATH Keywords

exponential utilityinsider tradingKyle modelmarket structurerisk aversionrisk neutrality

Mathematics Subject Classification ID

Utility theory (91B16) Financial markets (91G15)

Recommendations

• The analysis of trading behavior with two insiders when the information is incomplete
• The mixed equilibria of insider trading models with two insiders
• Continuous auctions and insider trading: uniqueness and risk aversion
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Cites work

• A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
• Activism, strategic trading, and liquidity
• Continuous Auctions and Insider Trading
• Existence of linear equilibria in the Kyle model with multiple informed traders
• Insider trading with a random deadline
• Insider trading with correlated signals
• Insider trading with product differentiation
• On uniqueness of equilibrium in the Kyle model
• Overconfidence on public information
• Risk aversion, imperfect competition, and long-lived information
• Risk aversion, public disclosure, and long-lived information
• Strategic trading in informationally complex environments
• Two-period model of insider trading with correlated signals

Cited in

(12)

• Risk-averse insider trading in multi-asset sequential auction markets
• scientific article; zbMATH DE number 5990510 (Why is no real title available?)
• Insider trading with product differentiation
• Weak Insider Trading and Behavioral Finance
• Insiders and Their Free Lunches: The Role of Short Positions
• scientific article; zbMATH DE number 6402468 (Why is no real title available?)
• The analysis of trading behavior with two insiders when the information is incomplete
• The mixed equilibria of insider trading models with two insiders
• The impact of market mood on a dynamic model of insider trading
• 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

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