Literature Review of Experimental Asset Markets with Insiders

39 Pages Posted: 28 Jul 2021

Date Written: July 26, 2021

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.

Keywords: experiment, asset market, insider trading, asymmetric information

JEL Classification: C92, D82, G10, G40

Suggested Citation

Merl, Robert, Literature Review of Experimental Asset Markets with Insiders (July 26, 2021). Available at SSRN: https://ssrn.com/abstract=3893951 or http://dx.doi.org/10.2139/ssrn.3893951

Robert Merl (Contact Author)

University of Graz ( email )

Universitaetsstrasse 15 / FE
A-8010 Graz, 8010
Austria

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