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Content archived on 2024-04-30

Implications of Different Trading Mechanisms on insider trading, Efficiency of Prices and Welfare

Objective



Research objectives and content:

The project will investigate the implications of insider trading and welfare under different trading mechanisms. The results should provide a better understanding of how insider trading affects efficiency of prices, the investment decisions which entrepreneurs have to take and overall welfare. In particular, the question is addressed whether trading by agents with superior information is socially beneficial and how regulators can design an optimal trading rule. The results of my research work will be driven by two forces: on the one side, more insider trading will increase price efficiency and therefore, entrepreneurs can make better investment decisions. On the other side, more insider trading will worsen the adverse selection problem for traders trying to hedge their endowment risks. The appropriate welfare measure is the expected utility of traders and the balance of the two forces will determine the desirability of insider trading. A comparison with the continuous market will be the final result of the project.

Training content (objective, benefit and expected impact)

GREMAQ at Toulouse university is well known for its expertise in financial markets, industrial organisation and regulation. Interaction with my supervisor Rochet but also with Biais, Tirole and Laffont will guarantee a successful project.

Links with industry / industrial relevance (22)

Fields of science (EuroSciVoc)

CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.

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Programme(s)

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Topic(s)

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Call for proposal

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Funding Scheme

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RGI - Research grants (individual fellowships)

Coordinator

UNIVERSITE DE TOULOUSE 1, SCIENCES SOCIALES
EU contribution
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Address
AllTe de Brienne 21 Manufacture des Tabacs Batimen
3100 TOULOUSE
France

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Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

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