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Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading
16 references·1 citing·46 second hopsampled
Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading (2016)Insider trading, stock return volatility,…Decoding Inside Information (2012)Decoding Inside InformationWhat Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? (2010)What Does the Individual Opti…Cross-section of option returns and volatility☆ (2009)Cross-section of option retur…The Information in Option Volume for Future Stock Prices (2006)The Information in Option Vol…Insider Trading, News Releases, and Ownership Concentration (2006)Insider Trading, News Release…Insider Trading and Voluntary Disclosures (2006)Insider Trading and Voluntary…Informed Trading in Stock and Option Markets (2004)Informed Trading in Stock and…Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective (2003)Estimating the Returns to Ins…Characteristics of a firm's information environment and the information asymmetry between insiders and outsiders (2003)Characteristics of a firm's i…Are Insider Trades Informative? (2001)Are Insider Trades Informativ…Taking Stock: Equity‐Based Compensation and the Evolution of Managerial Ownership (2000)Taking Stock: Equity‐Based Co…Corporate policies restricting trading by insiders (2000)Corporate policies restrictin…CEO stock option awards and the timing of corporate voluntary disclosures (2000)CEO stock option awards and t…Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…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…Volatility information trading in the index options market: An intraday analysis (2019)Volatility information tradin…Positive Accounting Theory (1985)The effect of bonus schemes on accounting decisions (1985)Performance Pay and Top-Management Incentives (1990)Credibility of Management Forecasts (2005)Founding Family Ownership and Earnings Quality (2006)Why do corporate managers misstate financial statements? The role of option compensation and other factors (2007)The Nature of the Firm (1937)The Problem of Social Cost (1960)Earnings Management During Import Relief Investigations (1991)Determinants of the informativeness of analyst research (2006)Does Asymmetric Information Drive Capital Structure Decisions? (2008)Signaling Theory: A Review and Assessment (2010)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)Efficient Capital Markets: II (1991)Investor sentiment and the near-term stock market (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)The Cross-Section of Expected Stock Returns (1992)Do industries lead stock markets? (2006)Tail Risk and Asset Prices (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Equity issues and offering dilution (1986)Institutional Investors and Executive Compensation (2000)Executive Compensation and Corporate Acquisition Decisions (2001)Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction (2003)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)O/S: The relative trading activity in options and stock (2009)Deviations from Put-Call Parity and Stock Return Predictability (2010)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Inferring Trade Direction from Intraday Data (1991)The High‐Volume Return Premium (2001)Demand-Based Option Pricing (2005)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Corporate Governance and Equity Prices (2003)The Governance Effect of the Media's News Dissemination Role: Evidence from Insider Trading (2015)Big Data as a Governance Mechanism (2018)Corporate governance and firm performance: The sequel (2019)Common risk factors in the returns on stocks and bonds (1993)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)Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2013)Does realized skewness predict the cross-section of equity returns? (2015)
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References

  • 2001Are Insider Trades Informative?1,229 cited
  • 1986Insiders' profits, costs of trading, and market efficiency1,219 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 2000CEO stock option awards and the timing of corporate voluntary disclosures1,053 cited
  • 2006The Information in Option Volume for Future Stock Prices847 cited
  • 2003Characteristics of a firm's information environment and the information asymmetry between insiders and outsiders783 cited
  • 2004Informed Trading in Stock and Option Markets750 cited
  • 2010What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?712 cited
  • 2012Decoding Inside Information683 cited
  • 2000Taking Stock: Equity‐Based Compensation and the Evolution of Managerial Ownership621 cited
  • 2003Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective554 cited
  • 2006Insider Trading and Voluntary Disclosures544 cited
  • 2000Corporate policies restricting trading by insiders463 cited
  • 1988Market Efficiency and Insider Trading: New Evidence454 cited
  • 2006Insider Trading, News Releases, and Ownership Concentration424 cited

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  • 2009Cross-section of option returns and volatility☆418 cited
  • Cited by

    • 2019Volatility information trading in the index options market: An intraday analysis27 cited