Internal Transactions for Multiple Risky Assets ()
ABSTRACT
Most of the articles about insider trading assume that there is only one risky asset
in the market. On the basis of these papers, this thesis is mainly divided into three parts to study the situation of multiple risky assets in the
market. In the first part, the situation of multiple risky assets in the market
when two transactions are in progress is studied and then, the equilibrium when
the market requires the internal traders to disclose the trading volume after
each transaction is analyzed. In the second part, the equilibrium of
multi-period based on the two phases of transaction is derived. The third part
is the summary of the paper.
Share and Cite:
Zhang, Q. and Chen, S. (2019) Internal Transactions for Multiple Risky Assets.
Open Journal of Statistics,
9, 85-99. doi:
10.4236/ojs.2019.91008.
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