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Information Sales and Insider Trading with Long‐Lived Information
16 references·10 citing·35 second hop
Information Sales and Insider Trading with Long‐Lived Information (2008)Information Sales and Insider Trading wit…Risk Ownership in Contract Manufacturing (2007)Risk Ownership in Contract Ma…Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Do Brokerage Analysts' Recomm…Investment analysis and price formation in securities markets (1995)Investment analysis and price…Investment Analysis and the Adjustment of Stock Prices to Common Information (1993)Investment Analysis and the A…Long-Lived Private Information and Imperfect Competition (1992)Long-Lived Private Informatio…An Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Ille…A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets (1990)A Theory of the Interday Vari…The Theory of Industrial Organization (1988)The Theory of Industrial Orga…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets (1985)A Noisy Rational Expectations…Durable-Goods Monopolists (1982)Durable-Goods MonopolistsOn the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Durability and Monopoly (1972)Durability and MonopolySkill Acquisition and Data Sales (2021)Skill Acquisition and Data Sa…Creating Controversy in Proxy Voting Advice (2021)Creating Controversy in Proxy…Stock Market Rumors and Credibility (2019)Stock Market Rumors and Credi…The Economics of Credit Rating Agencies (2017)The Economics of Credit Ratin…Rational Information Leakage (2014)Rational Information LeakageFalse News, Informational Efficiency, and Price Reversals (2014)False News, Informational Eff…Sale of Price Information by Exchanges: Does It Promote Price Discovery? (2013)Sale of Price Information by …Applying developed‐country regulation in emerging markets: an analysis of Thai insider trading (2012)Applying developed‐country re…Information Sales and Strategic Trading (2011)Information Sales and Strateg…Corporate insider trading: A literature review (2009)Corporate insider trading: A …Risk Aversion in the Small and in the Large (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)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)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Investor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)A Model of Growth Through Creative Destruction (1992)General purpose technologies ‘Engines of growth’? (1995)International Norm Dynamics and Political Change (1998)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)An Economic Theory of Planned Obsolescence (1986)Non-Cooperative Bargaining Theory: An Introduction (1986)Channel leadership, performance and coordination in closed loop supply chains (2013)Foundations of dynamic monopoly and the coase conjecture (1986)Bargaining, Enforcement, and International Cooperation (1998)Demand Reduction and Inefficiency in Multi-Unit Auctions (2014)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1988The Theory of Industrial Organization8,578 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1996Do Brokerage Analysts' Recommendations Have Investment Value?1,916 cited
  • 1972Durability and Monopoly1,578 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 1982Durable-Goods Monopolists888 cited
  • 1992An Empirical Analysis of Illegal Insider Trading818 cited
  • 1992Long-Lived Private Information and Imperfect Competition802 cited
  • 1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets788 cited
  • 1985A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets779 cited
  • 1995Investment analysis and price formation in securities markets730 cited
  • 2007Risk Ownership in Contract Manufacturing660 cited
  • 1993Investment Analysis and the Adjustment of Stock Prices to Common Information

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640 cited

Cited by

  • 2011Information Sales and Strategic Trading58 cited
  • 2017The Economics of Credit Rating Agencies55 cited
  • 2019Stock Market Rumors and Credibility52 cited
  • 2013Sale of Price Information by Exchanges: Does It Promote Price Discovery?51 cited
  • 2014Rational Information Leakage48 cited
  • 2014False News, Informational Efficiency, and Price Reversals29 cited
  • 2021Creating Controversy in Proxy Voting Advice28 cited
  • 2021Skill Acquisition and Data Sales26 cited
  • 2012Applying developed‐country regulation in emerging markets: an analysis of Thai insider trading22 cited
  • 2009Corporate insider trading: A literature review17 cited