Article ID Journal Published Year Pages File Type
5083899 International Review of Economics & Finance 2012 24 Pages PDF
Abstract
► The impact of “public disclosure” and “competition among insiders” is studied. ► A unique linear Nash equilibrium is found. ► Properties of the equilibrium are studied as trading happens infinitely frequently. ► The exact speed of the revelation of the private information is given.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Inside trading, public disclosure and imperfect competition
Authors
, ,