메뉴 건너뛰기




Volumn 46, Issue 4, 2006, Pages 530-551

Cournot duopoly and insider trading with two insiders

Author keywords

Correlated signals; Cournot duopoly; Insider trading; Kyle model; Stock prices

Indexed keywords


EID: 33750459693     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2005.11.006     Document Type: Article
Times cited : (11)

References (18)
  • 1
    • 0000529094 scopus 로고
    • Insider trading in a rational expectations economy
    • Ausubel L. Insider trading in a rational expectations economy. American Economic Review 80 (1990) 1022-1041
    • (1990) American Economic Review , vol.80 , pp. 1022-1041
    • Ausubel, L.1
  • 2
    • 0002578138 scopus 로고
    • Earnings and price-based compensation contracts in the presence of discretionary trading and incomplete contracting
    • Baiman S., and Verrecchia R.E. Earnings and price-based compensation contracts in the presence of discretionary trading and incomplete contracting. Journal of Accounting and Economics 20 (1995) 93-121
    • (1995) Journal of Accounting and Economics , vol.20 , pp. 93-121
    • Baiman, S.1    Verrecchia, R.E.2
  • 3
    • 0000691138 scopus 로고
    • Experimentation with heteroskedastic noise
    • Creane A. Experimentation with heteroskedastic noise. Economic Theory 4 (1994) 275-286
    • (1994) Economic Theory , vol.4 , pp. 275-286
    • Creane, A.1
  • 4
    • 33750450679 scopus 로고    scopus 로고
    • Daher, W., & Mirman, L.J. (in press). Market structure and insider trading. International Review of Economics and Finance.
  • 5
    • 0345016952 scopus 로고    scopus 로고
    • Informed trading, investment and welfare
    • Dow J., and Rahi R. Informed trading, investment and welfare. Journal of Business 76 (2003) 439-454
    • (2003) Journal of Business , vol.76 , pp. 439-454
    • Dow, J.1    Rahi, R.2
  • 6
    • 3142687687 scopus 로고
    • The effect of public information and competition on trading volume and price volatility
    • Foster F.D., and Viswanathan S. The effect of public information and competition on trading volume and price volatility. Review of Financial Studies 6 (1993) 23-56
    • (1993) Review of Financial Studies , vol.6 , pp. 23-56
    • Foster, F.D.1    Viswanathan, S.2
  • 8
    • 84977738377 scopus 로고
    • Long-lived private information and imperfect competition
    • Holden C., and Subrahmanyam A. Long-lived private information and imperfect competition. Journal of Finance 47 (1992) 247-270
    • (1992) Journal of Finance , vol.47 , pp. 247-270
    • Holden, C.1    Subrahmanyam, A.2
  • 9
  • 10
    • 0034348770 scopus 로고    scopus 로고
    • Real and financial effects of insider trading with correlated signals
    • Jain N., and Mirman L.J. Real and financial effects of insider trading with correlated signals. Economic Theory 16 (2000) 333-353
    • (2000) Economic Theory , vol.16 , pp. 333-353
    • Jain, N.1    Mirman, L.J.2
  • 12
    • 0002152669 scopus 로고    scopus 로고
    • Insider trading with correlated signals
    • Jain N., and Mirman L.J. Insider trading with correlated signals. Economics Letters 65 (1999) 105-113
    • (1999) Economics Letters , vol.65 , pp. 105-113
    • Jain, N.1    Mirman, L.J.2
  • 13
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • Kyle A. Continuous auctions and insider trading. Econometrica 53 (1985) 1315-1335
    • (1985) Econometrica , vol.53 , pp. 1315-1335
    • Kyle, A.1
  • 14
    • 84933490070 scopus 로고
    • Insider trading: Should it be prohibited
    • Leland H.E. Insider trading: Should it be prohibited. Journal of Political Economy 100 (1992) 859-887
    • (1992) Journal of Political Economy , vol.100 , pp. 859-887
    • Leland, H.E.1
  • 15
    • 0001606968 scopus 로고
    • The harm from insider trading and informed speculation
    • Manove M. The harm from insider trading and informed speculation. Quarterly Journal of Economics 104 (1989) 823-845
    • (1989) Quarterly Journal of Economics , vol.104 , pp. 823-845
    • Manove, M.1
  • 18
    • 33750431171 scopus 로고    scopus 로고
    • Tighe, C.E. (1989). Three essays on insider trading, unpublished Ph.D. dissertation, University of Illinois at Champaign-Urbana.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.