Insider trading with penalties
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DOI: 10.1016/j.jet.2022.105461
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Citations
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Cited by:
- Daher, Wassim & Karam, Fida & Ahmed, Naveed, 2023. "Insider Trading with Semi-Informed Traders and Information Sharing: The Stackelberg Game," MPRA Paper 118138, University Library of Munich, Germany.
- Wassim Daher & Fida Karam & Naveed Ahmed, 2023. "Insider Trading with Semi-Informed Traders and Information Sharing: The Stackelberg Game," Mathematics, MDPI, vol. 11(22), pages 1-16, November.
- Marcin Kacperczyk & Emiliano S. Pagnotta, 2024. "Legal Risk and Insider Trading," Journal of Finance, American Finance Association, vol. 79(1), pages 305-355, February.
- Umut c{C}etin, 2023. "Insider trading with penalties, entropy and quadratic BSDEs," Papers 2311.12743, arXiv.org.
- Deng, Jun & Pan, Huifeng & Yan, Hongjun & Yang, Liyan, 2024. "Disclosing and cooling-off: An analysis of insider trading rules," Journal of Financial Economics, Elsevier, vol. 160(C).
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More about this item
Keywords
Kyle model; Non-linear equilibria; Market microstructure; Insider trading; Market regulation; Efficient penalties;All these keywords.
JEL classification:
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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