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An Empirical Analysis of Illegal Insider Trading
7 references·16 citing·46 second hop
An Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Illegal Insider …Stock prices and top management changes (1988)Stock prices and top manageme…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…The theory and practice of econometrics (1986)The theory and practice of ec…Stock return variances (1986)Stock return variancesInsiders' profits, costs of trading, and market efficiency (1986)Insiders' profits, costs of t…On corporate governance (1983)On corporate governanceSpecial Information and Insider Trading (1974)Special Information and Insid…Equity Vesting and Investment (2017)Equity Vesting and InvestmentHow are shorts informed? (2012)How are shorts informed?Bidding strategies and takeover premiums: A review (2008)Bidding strategies and takeov…Market Timing and Managerial Portfolio Decisions (2005)Market Timing and Managerial …Informational content of option volume prior to takeovers (2005)Informational content of opti…Do insider trades reflect both contrarian beliefs and superior knowledge about future cash flow realizations? (2004)Do insider trades reflect bot…What insiders know about future earnings and how they use it: Evidence from insider trades (2003)What insiders know about futu…The Relation Between Insider‐Trading Restrictions and Executive Compensation (2003)The Relation Between Insider‐…Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective (2003)Estimating the Returns to Ins…Stealth-trading: Which traders' trades move stock prices? (2001)Stealth-trading: Which trader…When an event is not an event: the curious case of an emerging market (2000)When an event is not an event…Corporate policies restricting trading by insiders (2000)Corporate policies restrictin…Venture Capital Distributions: Short‐Run and Long‐Run Reactions (1998)Venture Capital Distributions…New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index (1997)New Evidence on Stock Price E…High frequency data in financial markets: Issues and applications (1997)High frequency data in financ…Do Firms Knowingly Sell Overvalued Equity? (1997)Do Firms Knowingly Sell Overv…The Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)An Empirical Evaluation of Accounting Income Numbers (1968)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Efficient Capital Markets: II (1991)EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Textual sentiment in finance: A survey of methods and models (2014)Short interest and aggregate stock returns (2016)Intraday online investor sentiment and return patterns in the U.S. stock market (2017)A Theory of Intraday Patterns: Volume and Price Variability (1988)Inferring Trade Direction from Intraday Data (1991)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)The Dynamics of Institutional and Individual Trading (2003)When Does Information Asymmetry Affect the Cost of Capital? (2010)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Investor sentiment and the near-term stock market (2003)Separation of Ownership and Control (1983)Large Shareholders and Corporate Control (1986)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)A Survey of Corporate Governance (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Earnings management to avoid earnings decreases and losses (1997)On Persistence in Mutual Fund Performance (1997)Earnings Management to Exceed Thresholds (1999)Local institutional investors, information asymmetries, and equity returns☆ (2010)Product Market Competition, Insider Trading, and Stock Market Efficiency (2010)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)
this work references cited by second hop

References

  • 1986The theory and practice of econometrics4,342 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1986Stock return variances1,813 cited
  • 1988Stock prices and top management changes1,572 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 1986Insiders' profits, costs of trading, and market efficiency1,219 cited
  • 1983On corporate governance961 cited

Cited by

  • 2001Stealth-trading: Which traders' trades move stock prices?682 cited
  • 2012How are shorts informed?667 cited
  • 2003What insiders know about future earnings and how they use it: Evidence from insider trades626 cited
  • 2004Do insider trades reflect both contrarian beliefs and superior knowledge about future cash flow realizations?566 cited
  • 2003Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective554 cited
  • 1997New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index493 cited
  • 2005Market Timing and Managerial Portfolio Decisions480 cited
  • 2000Corporate policies restricting trading by insiders463 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1997
High frequency data in financial markets: Issues and applications
411 cited
  • 2005Informational content of option volume prior to takeovers405 cited
  • 2017Equity Vesting and Investment366 cited
  • 2000When an event is not an event: the curious case of an emerging market356 cited
  • 1998Venture Capital Distributions: Short‐Run and Long‐Run Reactions313 cited
  • 1997Do Firms Knowingly Sell Overvalued Equity?307 cited
  • 2008Bidding strategies and takeover premiums: A review306 cited
  • 2003The Relation Between Insider‐Trading Restrictions and Executive Compensation292 cited