DocumentCode
2199656
Title
Insider Trading Regulation and the Distribution of Securities Market Profit
Author
Jiang, Huadong
Author_Institution
Dept. of Finance, Shanghai Lixin Univ. of Commerce, Shanghai, China
fYear
2010
fDate
24-26 Aug. 2010
Firstpage
1
Lastpage
4
Abstract
Investor´s trading strategy and the securities market´s profit distribution will be affected by insider trading regulation. This paper builds a quantitative financial model to analyze the change of the trading strategy and the market profit distribution. Except the insider trading regulation, market liquidity, insider´s type, information veracity and stock price volatility will also affect the trading strategy and market profit distribution.
Keywords
investment; marketing; profitability; insider trading regulation; investor trading strategy; market profit distribution; securities market profit; Economics; Equations; Finance; Law; Regulators; Schedules; Security;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2010 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-5325-2
Electronic_ISBN
978-1-4244-5326-9
Type
conf
DOI
10.1109/ICMSS.2010.5578278
Filename
5578278
Link To Document