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: 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
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