Title :
Insider Trading Regulation and the Distribution of Securities Market Profit
Author_Institution :
Dept. of Finance, Shanghai Lixin Univ. of Commerce, Shanghai, China
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;
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
DOI :
10.1109/ICMSS.2010.5578278
