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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Sequential Fair Stackelberg Equilibria of Linear Strategies in Risk-Seeking Insider Trading
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 5, 页码: 1302-1328
Authors:
Gong Fuzhou
;
Zhou Yonghui
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View/Download:69/0
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Submit date:2018/09/08
Continuous version
insider trading
risk-seeking
sequential fair Stackelberg equilibria
Asymmetric information, heterogeneous prior beliefs, and public information
期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2016, 卷号: 46, 页码: 100-120
Authors:
Gong, Fuzhou
;
Liu, Hong
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View/Download:39/0
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Submit date:2018/07/30
Public disclosure
Insider trading
Price discovery
Heterogeneous prior beliefs
Granger causality
The impact of public information on insider trading
期刊论文
ECONOMICS LETTERS, 2001, 卷号: 70, 期号: 1, 页码: 59-68
Authors:
Luo, SL
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Submit date:2018/07/30
insider trading
public information
private information
Nash equilibrium