SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Decoding Inside Information
16 references·16 citing·36 second hopsampled
Decoding Inside Information (2010)Decoding Inside InformationGeographic dispersion and stock returns (2012)Geographic dispersion and sto…The Small World of Investing: Board Connections and Mutual Fund Returns (2008)The Small World of Investing:…Market Timing and Managerial Portfolio Decisions (2005)Market Timing and Managerial …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…Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective (2003)Estimating the Returns to Ins…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …Are Insider Trades Informative? (2001)Are Insider Trades Informativ…Corporate policies restricting trading by insiders (2000)Corporate policies restrictin…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Measuring Mutual Fund Perform…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Market Efficiency and Insider Trading: New Evidence (1988)Market Efficiency and Insider…Insiders' profits, costs of trading, and market efficiency (1986)Insiders' profits, costs of t…Special Information and Insider Trading (1974)Special Information and Insid…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…IQ from IP: Simplifying search in portfolio choice (2020)IQ from IP: Simplifying searc…Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage (2020)Does Information Asymmetry Im…What do insiders know? Evidence from insider trading around share repurchases and SEOs (2019)What do insiders know? Eviden…Informed Options Trading Prior to Takeover Announcements: Insider Trading? (2019)Informed Options Trading Prio…Chasing Private Information (2019)Chasing Private InformationThe effect of tax-motivated income shifting on information asymmetry (2018)The effect of tax-motivated i…Do Financial Analysts Restrain Insiders’ Informational Advantage? (2018)Do Financial Analysts Restrai…Run EDGAR Run: SEC Dissemination in a High-Frequency World (2017)Run EDGAR Run: SEC Disseminat…Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct (2017)Opportunism as a firm and man…Clarity Begins at Home: Internal Information Asymmetry and External Communication Quality (2017)Clarity Begins at Home: Inter…The role of the media in disseminating insider-trading news (2016)The role of the media in diss…Director networks and informed traders (2016)Director networks and informe…Strategic silence, insider selling and litigation risk (2015)Strategic silence, insider se…The impact of personal attributes on corporate insider trading (2014)The impact of personal attrib…Attentive insider trading (2014)Attentive insider tradingDo Short Sellers Front-Run Insider Sales? (2011)Do Short Sellers Front-Run In…The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)The determinants of cross-border equity flows (2004)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Birds of a Feather: Homophily in Social Networks (2001)Sell Side School Ties (2008)Dynamics of Dyads in Social Networks: Assortative, Relational, and Proximity Mechanisms (2010)Red and blue investing: Values and finance (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)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)Investor sentiment and the near-term stock market (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Stock price reaction to news and no-news: drift and reversal after headlines (2003)The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)Decoding Inside Information (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Do Industries Explain Momentum? (1999)The Stock Market Valuation of Research and Development Expenditures (2001)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Earnings management to avoid earnings decreases and losses (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)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Friends with money (2011)Testing Asymmetric-Information Asset Pricing Models (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
  • 2008The Small World of Investing: Board Connections and Mutual Fund Returns1,297 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 2001Are Insider Trades Informative?1,229 cited
  • 1986Insiders' profits, costs of trading, and market efficiency1,219 cited
  • 2003What insiders know about future earnings and how they use it: Evidence from insider trades626 cited
  • 1997Measuring Mutual Fund Performance with Characteristic-Based Benchmarks580 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
  • 2012Geographic dispersion and stock returns548 cited
  • 2005Market Timing and Managerial Portfolio Decisions480 cited
  • 2000Corporate policies restricting trading by insiders

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

463 cited
  • 1988Market Efficiency and Insider Trading: New Evidence454 cited
  • Cited by

    • 2017Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct223 cited
    • 2016The role of the media in disseminating insider-trading news188 cited
    • 2020IQ from IP: Simplifying search in portfolio choice165 cited
    • 2014Attentive insider trading160 cited
    • 2015Strategic silence, insider selling and litigation risk152 cited
    • 2018Do Financial Analysts Restrain Insiders’ Informational Advantage?142 cited
    • 2011Do Short Sellers Front-Run Insider Sales?139 cited
    • 2019Informed Options Trading Prior to Takeover Announcements: Insider Trading?137 cited
    • 2016Director networks and informed traders123 cited
    • 2019Chasing Private Information122 cited
    • 2017Run EDGAR Run: SEC Dissemination in a High-Frequency World115 cited
    • 2014The impact of personal attributes on corporate insider trading111 cited
    • 2017Clarity Begins at Home: Internal Information Asymmetry and External Communication Quality104 cited
    • 2020Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage100 cited
    • 2018The effect of tax-motivated income shifting on information asymmetry99 cited
    • 2019What do insiders know? Evidence from insider trading around share repurchases and SEOs91 cited