Abstract
Many researchers have conducted experiments to study different aspects of insider trading. Experimental laboratory asset markets allow the researcher to control parameters that are impossible to control or even measure in empirical data (e.g., fundamental value of the asset, quality and quantity of information traders receive). This paper provides an exhaustive overview of the results from experimental economics on asset markets with asymmetrically informed participants.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
