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Information content of bank insider trading
13 references·1 citing·37 second hop
Information content of bank insider trading (1995)Information content of bank insider tradi…Restructuring transactions by bank holding companies: The valuation effects of sale-and-leasebacks and divestitures (1991)Restructuring transactions by…Insider Trading in the OTC Market (1990)Insider Trading in the OTC Ma…Additions to bank loan-loss reserves (1990)Additions to bank loan-loss r…Valuation effects of commercial bank securities offerings (1989)Valuation effects of commerci…Can the market evaluate asset quality exposure in banks (1989)Can the market evaluate asset…Market Efficiency and Insider Trading: New Evidence (1988)Market Efficiency and Insider…Signalling with Dividends, Stock Repurchases, and Equity Issues (1986)Signalling with Dividends, St…Insiders' profits, costs of trading, and market efficiency (1986)Insiders' profits, costs of t…Insiders' Activity and Inside Information: A Multivariate Analysis (1976)Insiders' Activity and Inside…INSIDERS AND MARKET EFFICIENCY (1976)INSIDERS AND MARKET EFFICIENCYThe Effect of Regulation Changes on Insider Trading (1974)The Effect of Regulation Chan…Special Information and Insider Trading (1974)Special Information and Insid…Predictive and Statistical Properties of Insider Trading (1968)Predictive and Statistical Pr…The informational content of insider trading disclosures: empirical results for the Polish stock market (2007)The informational content of …Estimating betas from nonsynchronous data (1977)Measuring the Effects of Regulation with Stock Price Data (1985)On cross-sectional analysis in accounting research (1987)The limitations of market value accounting and a more realistic alternative (1991)Forecasting required loan loss reserves (1993)The near-collapse of LTCM, US financial stock returns, and the fed (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Price performance of common stock new issues (1975)Reputation and Performance Among Security Analysts (1992)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Dividend Policy, Growth, and the Valuation of Shares (1961)Corporate financing and investment decisions when firms have information that investors do not have (1984)Dividend Policy under Asymmetric Information (1985)Market Networks and Corporate Behavior (1990)Market underreaction to open market share repurchases (1995)She'‐e‐os: gender effects and investor reactions to the announcements of top executive appointments (2007)The Adjustment of Stock Prices to New Information (1969)Measuring security price performance (1980)The relationship between return and market value of common stocks (1981)Investor Psychology and Security Market Under‐ and Overreactions (1998)Are Insider Trades Informative? (2001)Investor Psychology and Asset Pricing (2001)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Portfolio Theory and Capital Markets. (1972)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Applied factor analysis (1970)A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS (1973)Insider Trading around Dividend Announcements: Theory and Evidence (1991)Efficient Capital Markets: II (1991)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)An Empirical Analysis of Illegal Insider Trading (1992)Information Asymmetry, R&D, and Insider Gains (2000)What insiders know about future earnings and how they use it: Evidence from insider trades (2003)Decoding Inside Information (2012)
this work references cited by second hop

References

  • 1974Special Information and Insider Trading1,236 cited
  • 1986Insiders' profits, costs of trading, and market efficiency1,219 cited
  • 1976INSIDERS AND MARKET EFFICIENCY492 cited
  • 1988Market Efficiency and Insider Trading: New Evidence454 cited
  • 1990Insider Trading in the OTC Market354 cited
  • 1986Signalling with Dividends, Stock Repurchases, and Equity Issues315 cited
  • 1968Predictive and Statistical Properties of Insider Trading283 cited
  • 1974The Effect of Regulation Changes on Insider Trading218 cited
  • 1990Additions to bank loan-loss reserves76 cited
  • 1976Insiders' Activity and Inside Information: A Multivariate Analysis76 cited
  • 1989Valuation effects of commercial bank securities offerings60 cited
  • 1989Can the market evaluate asset quality exposure in banks31 cited
  • 1991Restructuring transactions by bank holding companies: The valuation effects of sale-and-leasebacks and divestitures17 cited

Cited by

  • 2007The informational content of insider trading disclosures: empirical results for the Polish stock market19 cited

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