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Aggregate Insider Trading and Market Returns: The Role of Transparency
16 references·1 citing·43 second hopsampled
Aggregate Insider Trading and Market Returns: The Role of Transparency (2017)Aggregate Insider Trading and Market Retu…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…The law and economics of self-dealing (2008)The law and economics of self…Why do countries matter so much for corporate governance?☆ (2007)Why do countries matter so mu…Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Liquidity and Expected Return…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…What Determines Corporate Transparency? (2004)What Determines Corporate Tra…The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)The Influence of Analysts, In…Comovement (2004)ComovementThe World Price of Earnings Opacity (2003)The World Price of Earnings O…Fractionalization (2003)FractionalizationEarnings management and investor protection: an international comparison (2003)Earnings management and inves…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Are Insider Trades Informative? (2001)Are Insider Trades Informativ…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Geographic connections to China and insider trading at the start of the COVID-19 pandemic (2022)Geographic connections to Chi…Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)The economic implications of corporate financial reporting (2005)CFOs versus CEOs: Equity incentives and crashes (2011)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate social responsibility and stock price crash risk (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)Editor's Choice Digesting Anomalies: An Investment ApproachThe 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)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)International Accounting Standards and Accounting Quality (2008)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Industry costs of equity (1997)The Influence of Institutional Investors on Myopic R&D Investment Behavior (1998)Stock price synchronicity and analyst coverage in emerging markets (2005)Institutions, Institutional Change and Economic Performance (1990)Institutions, Institutional Change and Economic Performance (1991)What Works in Securities Laws? (2006)The financial reporting environment: Review of the recent literature (2010)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Economic Consequences of Legal Origins (2008)Women on Boards and Firm Financial Performance: A Meta-Analysis (2014)Do institutional investors drive corporate social responsibility? International evidence (2018)Corruption and Growth (1995)The quality of government (1999)Ethnic and Cultural Diversity by Country* (2003)Ethnicity, Insurgency, and Civil War (2003)Fighting Poverty in the US and Europe (2004)Ethnic Diversity and Economic Performance (2005)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2003Earnings management and investor protection: an international comparison5,395 cited
  • 2008The law and economics of self-dealing3,514 cited
  • 2003Fractionalization3,432 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2005R2 around the world: New theory and new tests☆2,833 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 2004What Determines Corporate Transparency?2,192 cited
  • 2004The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices1,250 cited
  • 2001Are Insider Trades Informative?1,229 cited
  • 2007Why do countries matter so much for corporate governance?☆1,211 cited
  • 2003The World Price of Earnings Opacity1,205 cited
  • 2007Liquidity and Expected Returns: Lessons from Emerging Markets1,081 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited

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  • 2004Comovement929 cited
  • Cited by

    • 2022Geographic connections to China and insider trading at the start of the COVID-19 pandemic27 cited