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Insiders' Activity and Inside Information: A Multivariate Analysis

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  • Finnerty, Joseph E.
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    File URL: http://journals.cambridge.org/abstract_S0022109000020603
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 11 (1976)
    Issue (Month): 02 (June)
    Pages: 205-215

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    Handle: RePEc:cup:jfinqa:v:11:y:1976:i:02:p:205-215_02

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    Cited by:
    1. Frédéric Demerens & Dorra Najar & Jean-Louis Paré & Jean Redis, 2014. "Typology of stock market offenses in France- An analysis of sanctions by the AMF since 2006," Working Papers 2014-072, Department of Research, Ipag Business School.
    2. Cheuk, Man-Yin & Fan, Dennis K. & So, Raymond W., 2006. "Insider trading in Hong Kong: Some stylized facts," Pacific-Basin Finance Journal, Elsevier, vol. 14(1), pages 73-90, January.
    3. Michael Firth & T. Y. Leung & Oliver M. Rui, 2009. "Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency," Working Papers 042009, Hong Kong Institute for Monetary Research.
    4. Frédéric Demerens & Dorra Najar & Jean-Louis Paré & Jean Redis, 2013. "Typology of stock market offenses in France: An analysis of sanctions by the AMF since 2006," Post-Print hal-00992928, HAL.
    5. Min-Hsien Chiang & Long-Jainn Hwang & Yui-Chi Wu, 2004. "Insider Trading Performance in the Taiwan Stock Market," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(3), pages 239-256, December.
    6. Hillier, David & Marshall, Andrew, 2002. "Insider trading, tax-loss selling, and the turn-of-the-year effect," International Review of Financial Analysis, Elsevier, vol. 11(1), pages 73-84.
    7. Pablo Kurlat & Johannes Stroebel, 2014. "Testing for Information Asymmetries in Real Estate Markets," NBER Working Papers 19875, National Bureau of Economic Research, Inc.

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