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Speculation or Insider Trading: Informed Trading in Options Markets Preceding Tender Offer Announcements
16 references·0 citing·47 second hop
Speculation or Insider Trading: Informed Trading in Options Markets Preceding Tender Offer Announcements (2000)Speculation or Insider Trading: Informed …Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…Asymmetric Information and Options (1993)Asymmetric Information and Op…The Reaction of Investors and Stock Prices to Insider Trading (1992)The Reaction of Investors and…Insider Trading and the Efficiency of Stock Prices (1992)Insider Trading and the Effic…An Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Ille…Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets (1990)Intraday Price Change and Tra…Stock Trading Before the Announcement of Tender Offers: Insider Trading or Market Anticipation? (1989)Stock Trading Before the Anno…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Corporate mergers and security returns (1986)Corporate mergers and securit…Using daily stock returns (1985)Using daily stock returnsOption Prices as Predictors of Equilibrium Stock Prices (1982)Option Prices as Predictors o…Merger Announcements and Insider Trading Activity: An Empirical Investigation (1981)Merger Announcements and Insi…INSIDERS AND MARKET EFFICIENCY (1976)INSIDERS AND MARKET EFFICIENCYSpecial Information and Insider Trading (1974)Special Information and Insid…Risk and return: The case of merging firms (1974)Risk and return: The case of …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Stock return variances (1986)The theory and practice of econometrics (1986)Price, trade size, and information in securities markets (1987)Stealth-trading: Which traders' trades move stock prices? (2001)What insiders know about future earnings and how they use it: Evidence from insider trades (2003)How are shorts informed? (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Portfolio Theory and Capital Markets. (1972)Insider Trading around Dividend Announcements: Theory and Evidence (1991)Corporate policies restricting trading by insiders (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)Strategic Factor Markets: Expectations, Luck, and Business Strategy (1986)Efficient Capital Markets: II (1991)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Measuring security price performance (1980)Informational content of option volume prior to takeovers (2005)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Inferring Trade Direction from Intraday Data (1991)The High‐Volume Return Premium (2001)Demand-Based Option Pricing (2005)The Information in Option Volume for Future Stock Prices (2006)Good News and Bad News: Representation Theorems and Applications (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)Continuous Auctions and Insider Trading (1985)Risk Aversion, Market Liquidity, and Price Efficiency (1991)Insider Trading Laws and Stock Price Informativeness (2008)Have financial markets become more informative? (2016)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1985Using daily stock returns6,497 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 1974Risk and return: The case of merging firms869 cited
  • 1992An Empirical Analysis of Illegal Insider Trading818 cited
  • 1976INSIDERS AND MARKET EFFICIENCY488 cited
  • 1981Merger Announcements and Insider Trading Activity: An Empirical Investigation467 cited
  • 1992Insider Trading and the Efficiency of Stock Prices454 cited
  • 1990Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets444 cited
  • 1982Option Prices as Predictors of Equilibrium Stock Prices415 cited
  • 1993Asymmetric Information and Options360 cited
  • 1986Corporate mergers and security returns353 cited
  • 1992The Reaction of Investors and Stock Prices to Insider Trading339 cited
  • 1989Stock Trading Before the Announcement of Tender Offers: Insider Trading or Market Anticipation?

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