RePEcTrading, Microstructure & Execution
Insider Trading Model
The article introduces a new continuous-time insider trading model, showing that a higher correlation coefficient makes the equilibrium price more informative, reducing trading intensity and the insider's expected payoff.
Featured in No. 80 on 1 Jan 2025 · on release day
- Released
- 1 Jan 2025
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:eee:apmaco:v:488:y:2025:i:c:s0096300324005812
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).