Disclosing and Cooling-Off: An Analysis of Insider Trading Rules
收藏DataCite Commons2025-05-01 更新2025-04-16 收录
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https://data.mendeley.com/datasets/49799kh6kz
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资源简介：
The code in this replication package constructs the analysis for the paper, “Disclosing and Cooling-Off: An Analysis of Insider Trading Rules”. Five main Matlab programs run all of the code to generate the four figures (Figures 2-5) and one table (Table 1) in the paper.
Description of programs/code
Step 1：Program in <1. Calibration_Parameters.zip> calibrates the insider’s hedge need Σ_z and the noiser trader’s hedge need Σ_u in Table 1.
Step 2：Programs in <2. Baseline_model.zip> plot Figures 2 and 3 for the baseline model.
Step 3：Programs in <3. Information_leakage_model.zip> plot Figures 4 and 5 for the information leakage model.
The replicator would run Step 1 first to get the calibration parameters that are the input for Step 2 and Step 3.
提供机构：
Mendeley Data
创建时间：
2024-07-16
