Rational information leakage

Rational information leakage

Empirical evidence suggests that information leakage in capital markets is common. We present a trading model to study the incentives of an informed trader (e.g., a well informed insider) to voluntarily leak information about an asset's value to one or more independent traders. Our model shows...

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Bibliographic Details
Main Authors: LU, Hai, INDJEJIKIAN, Raffi, YANG, Liyan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
Subjects:
Information leakage
insider trading
securities regulations
Management Information Systems
Online Access:https://ink.library.smu.edu.sg/soa_research/1604
https://ink.library.smu.edu.sg/context/soa_research/article/2631/viewcontent/SSRN_id1915649.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soa_research/1604
https://ink.library.smu.edu.sg/context/soa_research/article/2631/viewcontent/SSRN_id1915649.pdf

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