Regulating Insider Trading When Investment Matters

B-Tier
Journal: Review of Finance
Year: 2004
Volume: 8
Issue: 2
Pages: 199-277

Authors (2)

Luis Angel Medran (not in RePEc) Xavier Vives (Universidad de Navarra)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We provide a general framework for analyzing the effects of insider trading on real investment and welfare as well as the consequences of different regulatory policies in a model where all traders are rational expected-utility maximizers and aware of their position in the market. We find that: with costly information acquisition, an "abstain-or-disclose" rule tends to be optimal; with free information acquisition, laissez-faire is better. This suggests enforcing an abstain-or-disclose rule with a high standard of proof for inside information. Our approach also uncovers the pitfalls of welfare analysis in the noise-trader model. JEL classification: D82, G12, G14.

Technical Details

RePEc Handle
repec:oup:revfin:v:8:y:2004:i:2:p:199-277.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29