Risk-averse insider trading in multi-asset sequential auction markets

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 3
Pages: 673-675

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

We extend Kyle’s (1985) analysis of sequential auction markets to the case in which a risk-averse insider possesses private information on several risky assets. The insider trades aggressively and so that the price impact of order flow is symmetric across assets.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:3:p:673-675
Journal Field
General
Author Count
1
Added to Database
2026-01-29