Government intervention through informed trading in financial markets

Huang, Shaoan; Qiu, Zhigang; Wang, Gaowang; Wang, Xiaodan

doi:10.1016/j.jedc.2022.104379

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A5 Proof Of Proposition1

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2022

2024

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Cited by 5 publications

(3 citation statements)

References 27 publications

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“…Given his information set fv; p T ; sg, the insider solves the problem (19). Using Equations ( 22) and ( 23…”

Section: A5 Proof Of Propositionmentioning

confidence: 99%

See 1 more Smart Citation

Stabilizing the financial markets through communication and informed trading

Guo,

Huang,

Wang

2024

Journal of Financial Markets

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“…Given his information set fv; p T ; sg, the insider solves the problem (19). Using Equations ( 22) and ( 23…”

Section: A5 Proof Of Propositionmentioning

confidence: 99%

“…This kind of reversed trading strategy between the government and insider is also derived inHuang et al (2022), which is a dynamic Kyle-type government intervention model without the price target signal.…”

mentioning

confidence: 95%

Stabilizing the financial markets through communication and informed trading

Guo,

Huang,

Wang

2024

Journal of Financial Markets

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“…a closely related model where the government only has the fundamental signal,Huang et al (2022) show that government intervention improves both …nancial stability and price e¢ciency simultaneously. In our model, the government has two private signals and alternative policies about information disclosure, there exist potential tradeo¤s between …nancial stability and price e¢ciency, as shown in Figures4-9.…”

mentioning

confidence: 91%