Some Remarks on Leland's Model of Insider Trading

C-Tier
Journal: Economica
Year: 1999
Volume: 66
Issue: 263
Pages: 359-374

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper shows that Leland's (1992) results on the positive effects of insider trading on investment are not robust to the introduction of noise in the insider’s information. The paper then considers two variations of his model in which the insider is risk neutral (to ensure robustness), and the investment decision is prior to the placing of the stock in the market. It is shown that if insider trading takes place in the primary market, it has no effect on the level of investment, whereas if it takes place in the secondary market, it has a negative effect on investment.

Technical Details

RePEc Handle
repec:bla:econom:v:66:y:1999:i:263:p:359-374
Journal Field
General
Author Count
1
Added to Database
2026-01-29