Insider trading restrictions and the stock market: Evidence from the Amsterdam Stock Exchange
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Bibliographic InfoArticle provided by Elsevier in its journal European Economic Review.
Volume (Year): 40 (1996)
Issue (Month): 8 (November)
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Web page: http://www.elsevier.com/locate/eer
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- Degryse, H.A. & Jong, F.C.J.M. de & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Discussion Paper 2009-026, Tilburg University, Tilburg Law and Economic Center.
- Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011. "Insider Trading, Traded Volume and Returns," Working papers 26, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Peter-Jan Engelen & Luc Liedekerke, 2007. "The Ethics of Insider Trading Revisited," Journal of Business Ethics, Springer, vol. 74(4), pages 497-507, September.
- Bas ter Weel & T. Prevoo, 2010.
"The effects of a change in market abuse regulation on abnormal returns and volumes: Evidence from the Amsterdam stock market,"
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154, CPB Netherlands Bureau for Economic Policy Analysis.
- Tyas Prevoo & Bas Weel, 2010. "The Effects of a Change in Market Abuse Regulation on Abnormal Returns and Volumes: Evidence from the Amsterdam Stock Market," De Economist, Springer, vol. 158(3), pages 237-293, September.
- Eaves, James & Melvin, Michael & Mohapatra, Sandeep, 2008. "Excess demand and price formation during a Walrasian auction," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 533-548, June.
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