7 citations · 8 across the 3 of their papers we have counts for
3 papers
q-fin.TR2011
Impact of heterogenous prior beliefs and disclosed insider trades
Fuzhou Gong, Hong Liu
In this paper, we present a multi-period trading model by assuming that traders face not only asymmetric information but also heterogenous prior beliefs, under the requirement that…
q-fin.TR2011★ 1 cited
Inside Trading, Public Disclosure and Imperfect Competition
Fuzhou Gong, Hong Liu
In this paper, we present a multi-period trading model in the style of Kyle (1985)'s inside trading model, by assuming that there are at least two insiders in the market with long-…
q-fin.TR2010★ 7 cited
Insider Trading in the Market with Rational Expected Price
Fuzhou Gong, Deqing Zhou
Kyle (1985) builds a pioneering and influential model, in which an insider with long-lived private information submits an optimal order in each period given the market maker's pric…