Cournot duopoly and insider trading with two insiders
Tài liệu tham khảo
Ausubel, 1990, Insider trading in a rational expectations economy, American Economic Review, 80, 1022
Baiman, 1995, Earnings and price-based compensation contracts in the presence of discretionary trading and incomplete contracting, Journal of Accounting and Economics, 20, 93, 10.1016/0165-4101(94)00377-H
Creane, 1994, Experimentation with heteroskedastic noise, Economic Theory, 4, 275, 10.1007/BF01221204
Daher, W., & Mirman, L.J. (in press). Market structure and insider trading. International Review of Economics and Finance.
Dow, 2003, Informed trading, investment and welfare, Journal of Business, 76, 439, 10.1086/375254
Foster, 1993, The effect of public information and competition on trading volume and price volatility, Review of Financial Studies, 6, 23, 10.1093/rfs/6.1.23
Graybill, 1961
Holden, 1992, Long-lived private information and imperfect competition, Journal of Finance, 47, 247, 10.2307/2329097
Holmstrom, 1993, Market liquidity and performance monitoring, Journal of Political Economy, 101, 678, 10.1086/261893
Jain, 2000, Real and financial effects of insider trading with correlated signals, Economic Theory, 16, 333, 10.1007/PL00004086
Jain, 2002, Effects of insider trading under different market stuctures, The Quarterly Review of Economics and Finance, 42, 19, 10.1016/S1062-9769(01)00113-2
Jain, 1999, Insider trading with correlated signals, Economics Letters, 65, 105, 10.1016/S0165-1765(99)00121-4
Kyle, 1985, Continuous auctions and insider trading, Econometrica, 53, 1315, 10.2307/1913210
Leland, 1992, Insider trading: Should it be prohibited, Journal of Political Economy, 100, 859, 10.1086/261843
Manove, 1989, The harm from insider trading and informed speculation, Quarterly Journal of Economics, 104, 823, 10.2307/2937869
O’Hara, 1995
Rochet, 1994, Insider trading without normality, Review of Economic Studies, 61, 131, 10.2307/2297880
Tighe, C.E. (1989). Three essays on insider trading, unpublished Ph.D. dissertation, University of Illinois at Champaign-Urbana.