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The Efficient Market Hypothesis and Insider Trading on the Stock Market
10 references·16 citing·38 second hop
The Efficient Market Hypothesis and Insider Trading on the Stock Market (1990)The Efficient Market Hypothesis and Insid…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices (1979)Rational Expectations Equilib…Trading rules, large blocks and the speed of price adjustment (1977)Trading rules, large blocks a…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Special Information and Insider Trading (1974)Special Information and Insid…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)PRICE IMPACTS OF BLOCK TRADIN…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Predictive and Statistical Properties of Insider Trading (1968)Predictive and Statistical Pr…Market Making and Reversal on the Stock Exchange (1966)Market Making and Reversal on…Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach (2023)Multi-period portfolio optimi…The Logic of Securities Law (2017)The Logic of Securities LawInsider Trading Controversies: A Literature Review (2014)Insider Trading Controversies…Market Liquidity—Theory and Empirical Evidence (2013)Market Liquidity—Theory and E…Insider Trading Controversies: A Literature Review (2013)Insider Trading Controversies…Theories of Liquidity (2012)Theories of LiquidityMarket Liquidity -- Theory and Empirical Evidence (2012)Market Liquidity -- Theory an…History of the Efficient Market Hypothesis (2012)History of the Efficient Mark…Information Aggregation in Dynamic Markets with Strategic Traders (2010)Information Aggregation in Dy…Technological Opportunity and Growth (2005)Technological Opportunity and…Auction and the informed seller problem (2005)Auction and the informed sell…Herding and Informational Cascades (2001)Herding and Informational Cas…Efficient Markets, Fundamentals, and Crashes (1998)Efficient Markets, Fundamenta…Price Crashes, Information Aggregation, and Market-Making (1997)Price Crashes, Information Ag…Insider Trading and the Managerial Choice among Risky Projects (1994)Insider Trading and the Manag…Optimal Betting Odds Against Insider Traders (1991)Optimal Betting Odds Against …Public Regulation of the Securities Markets (1964)The Random Character of Stock Market Prices (1968)On computing mean returns and the small firm premium (1983)Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices (1987)Testing for jumps when asset prices are observed with noise–a “swap variance” approach (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns (1984)Volume and turn-of-the-year behavior (1984)The effect of holdings data frequency on conclusions about mutual fund behavior (2009)The Behavior of Stock-Market Prices (1965)Institutional trades and intraday stock price behavior (1993)The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)Presidential Address: Friction (2000)Information and Competitive Price Systems (1976)An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981)Forecasting the Forecasts of Others (1983)Methodological Individualism and Social Knowledge (1994)Transmission of Volatility between Stock Markets (1990)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)The Use of Knowledge in Society (1996)The Adaptive Markets Hypothesis (2004)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)Decoding Inside Information (2010)Insider Trading In A Rational Expectations Economy (2016)Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct (2017)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)The Event Study Methodology Since 1969 (1998)Does Arbitrage Flatten Demand Curves for Stocks? (2002)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
  • 1979Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices607 cited
  • 1966Market Making and Reversal on the Stock Exchange371 cited
  • 1968Predictive and Statistical Properties of Insider Trading283 cited
  • 1977Trading rules, large blocks and the speed of price adjustment187 cited

Cited by

  • 1991Optimal Betting Odds Against Insider Traders166 cited
  • 2012History of the Efficient Market Hypothesis128 cited
  • 2005Technological Opportunity and Growth120 cited
  • 2013Market Liquidity—Theory and Empirical Evidence101 cited
  • 1994Insider Trading and the Managerial Choice among Risky Projects80 cited

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

  • 2014Insider Trading Controversies: A Literature Review78 cited
  • 2023Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach77 cited
  • 2012Market Liquidity -- Theory and Empirical Evidence54 cited
  • 2005Auction and the informed seller problem46 cited
  • 2012Theories of Liquidity43 cited
  • 1997Price Crashes, Information Aggregation, and Market-Making33 cited
  • 2013Insider Trading Controversies: A Literature Review31 cited
  • 2001Herding and Informational Cascades30 cited
  • 1998Efficient Markets, Fundamentals, and Crashes27 cited
  • 2010Information Aggregation in Dynamic Markets with Strategic Traders27 cited
  • 2017The Logic of Securities Law8 cited