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Effects of insider trading under different market structures

  • Jain, Neelam
  • Mirman, Leonard J.

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/B6W5X-450G9BH-2/2/e5bca5f559a2774ee2806b139b65696b
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Article provided by Elsevier in its journal The Quarterly Review of Economics and Finance.

Volume (Year): 42 (2002)
Issue (Month): 1 ()
Pages: 19-39

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Handle: RePEc:eee:quaeco:v:42:y:2002:i:1:p:19-39
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620167

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  1. Rochet, J.C. & Vila, J.L., 1993. "Insider Trading Without Normality," Papers 93.b, Toulouse - GREMAQ.
  2. Hayne E. Leland., 1990. "Insider Trading: Should It Be Prohibited?," Research Program in Finance Working Papers RPF-195, University of California at Berkeley.
  3. Manove, Michael, 1989. "The Harm from Insider Trading and Informed Speculation," The Quarterly Journal of Economics, MIT Press, vol. 104(4), pages 823-45, November.
  4. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
  5. Leonard J. Mirman & Neelam Jain, 2000. "Real and financial effects of insider trading with correlated signals," Economic Theory, Springer, vol. 16(2), pages 333-353.
  6. Ausubel, Lawrence M, 1990. "Insider Trading in a Rational Expectations Economy," American Economic Review, American Economic Association, vol. 80(5), pages 1022-41, December.
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