Public disclosure, information leakage, and strategic trading

Deqing Zhou

Economics Letters, 2016, vol. 147, issue C, 46-50

Abstract: Based on Huddart et al. (2001)’s model, this work shows that the insider injects less noise into the mixed strategy and exploits the information advantage faster when there is a risk of information leakage.

Keywords: Strategic trading; Information leakage; Public disclosure (search for similar items in EconPapers)
JEL-codes: C72 D82 G14 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176516303032
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:147:y:2016:i:c:p:46-50

DOI: 10.1016/j.econlet.2016.08.007

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().