The Relation between Aggregate Insider Transactions and Stock Market Returns
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 28 (1993)
Issue (Month): 03 (September)
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- Julan Du & Shang-Jin Wei, 2003.
"Does Insider Trading Raise Market Volatility?,"
NBER Working Papers
9541, National Bureau of Economic Research, Inc.
- Lee, Yi-Tsung & Lin, Ji-Chai & Liu, Yu-Jane, 1999. "Trading patterns of big versus small players in an emerging market: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 701-725, May.
- Iqbal, Zahid & Shetty, Shekar, 2002. "An investigation of causality between insider transactions and stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 41-57.
- Jiang, Xiaoquan & Zaman, Mir A., 2010. "Aggregate insider trading: Contrarian beliefs or superior information?," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1225-1236, June.
- Scholtens, Bert & Snijder, Elke, 2001. "Are internet firms different? : evidence from insider trading," Research Report 01E49, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Tavakoli, Manouchehr & McMillan, David & McKnight, Phillip J., 2012. "Insider trading and stock prices," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 254-266.
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