Insider trading under different experimental market structures

Hornung, P. | Hinterleitner, G. | Leopold-Wildburger, U. | Mestel, R. | Palan, S.

Operations Research Proceedings 2011, Springer, Heidelberg, 217-222

Published version | Working paper | Dataset

Cover of Operations Research Proceedings 2011

Extended abstract of a paper studying the impact of market opening structure (transparent/intransparent call auction followed by a continuous double auction, or stand-alone continuous double auction) on market efficiency in a market with non-informed and informed traders.