Insider Trading with Semi-Informed Traders and Information Sharing: The Stackelberg Game
This paper presents a financial Stackelberg game model with two partially informed risk neutral insiders. Each insider receives a private signal about the stock value and competes with the other insider under a Stackelberg setting. Linear strategies for the game’s participants are considered and nor...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-11-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/11/22/4580 |