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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-…