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How much does an Illegal Insider Trade?
16 references·2 citing·45 second hop
How much does an Illegal Insider Trade? (2013)How much does an Illegal Insider Trade?Informed Trading in Stock and Option Markets (2004)Informed Trading in Stock and…The World Price of Insider Trading (2002)The World Price of Insider Tr…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Stealth-trading: Which traders' trades move stock prices? (2001)Stealth-trading: Which trader…Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…Markup pricing in mergers and acquisitions (1996)Markup pricing in mergers and…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Stealth trading and volatility (1993)Stealth trading and volatilityAn Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Ille…Liquidity and Market Structure (1988)Liquidity and Market StructurePrice, trade size, and information in securities markets (1987)Price, trade size, and inform…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…The valuation effects of stock splits and stock dividends (1984)The valuation effects of stoc…Optimal dealer pricing under transactions and return uncertainty (1981)Optimal dealer pricing under …THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)THE SUPPLY OF DEALER SERVICES…Crime and Punishment: An Economic Approach (1968)Crime and Punishment: An Econ…Informed Options Trading Before Corporate Events (2020)Informed Options Trading Befo…When Kamay Met Hill: Organisational Ethics in Practice (2017)When Kamay Met Hill: Organisa…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (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)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Liquidity and stock returns: An alternative test (1998)Over-the-Counter Markets (2004)High-Frequency Trading and Price Discovery (2014)The Cost of Transacting (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Insiders' profits, costs of trading, and market efficiency (1986)Market liquidity as a sentiment indicator (2004)Inferring Trade Direction from Intraday Data (1991)The Cross-Section of Expected Stock Returns (1992)Presidential Address: Friction (2000)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Pricing of Options and Corporate Liabilities (1973)The High‐Volume Return Premium (2001)Demand-Based Option Pricing (2005)The Information in Option Volume for Future Stock Prices (2006)Economic Welfare and the Allocation of Resources for Invention (1962)Irrational Behavior and Economic Theory (1962)What Can Regulators Regulate? The Case of Electricity (1962)Income tax evasion: a theoretical analysis (1972)Advertising as Information (1974)Adolescence-limited and life-course-persistent antisocial behavior: A developmental taxonomy. (1993)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A New Estimate of Transaction Costs (1999)Commonality in liquidity (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)Legal Determinants of External Finance (1997)Law and Finance (1998)Liquidity of emerging markets (2005)Insider trading in credit derivatives☆ (2007)Creditor Rights, Enforcement, and Bank Loans (2009)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)
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References

  • 1968Crime and Punishment: An Economic Approach13,984 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1988Liquidity and Market Structure1,532 cited
  • 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
  • 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
  • 2002The World Price of Insider Trading1,233 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1993Stealth trading and volatility948 cited
  • 1992An Empirical Analysis of Illegal Insider Trading818 cited
  • 1996Markup pricing in mergers and acquisitions811 cited
  • 2004Informed Trading in Stock and Option Markets750 cited
  • 2001Stealth-trading: Which traders' trades move stock prices?682 cited
  • 1984The valuation effects of stock splits and stock dividends

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Cited by

  • 2020Informed Options Trading Before Corporate Events31 cited
  • 2017When Kamay Met Hill: Organisational Ethics in Practice8 cited