Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Springer in its journal European Journal of Law and Economics.

Volume (Year): 27 (2009)
Issue (Month): 3 (June)
Pages: 285-308
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:ejlwec:v:27:y:2009:i:3:p:285-308

Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=100264

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research

Keywords: Insider trading; Earnings announcements; Legislation; D82; G32; M40; K42;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Seyhun, H Nejat, 1988. "The Information Content of Aggregate Insider Trading," Journal of Business, University of Chicago Press, vol. 61(1), pages 1-24, January. [Downloadable!] (restricted)
2. Michael S. Rozeff & Mir A. Zaman, 1998. "Overreaction and Insider Trading: Evidence from Growth and Value Portfolios," Journal of Finance, American Finance Association, vol. 53(2), pages 701-716, 04. [Downloadable!] (restricted)
3. Ke, Bin & Huddart, Steven & Petroni, Kathy, 2003. "What insiders know about future earnings and how they use it: Evidence from insider trades," Journal of Accounting and Economics, Elsevier, vol. 35(3), pages 315-346, August. [Downloadable!] (restricted)
4. Loughran, Tim & Ritter, Jay R, 1995. " The New Issues Puzzle," Journal of Finance, American Finance Association, vol. 50(1), pages 23-51, March. [Downloadable!] (restricted)
5. Finnerty, Joseph E, 1976. "Insiders and Market Efficiency," Journal of Finance, American Finance Association, vol. 31(4), pages 1141-48, September. [Downloadable!] (restricted)
6. Volume 23 Number 1, 1994. "Insider Trading Following Material News Events: Evidence from Earnings," Financial Management, Financial Management Association, vol. 23(1), Spring.
7. Seyhun, H Nejat, 1990. "Do Bidder Managers Knowingly Pay Too Much for Target Firms?," Journal of Business, University of Chicago Press, vol. 63(4), pages 439-64, October. [Downloadable!] (restricted)
8. Rozeff, Michael S & Zaman, Mir A, 1988. "Market Efficiency and Insider Trading: New Evidence," Journal of Business, University of Chicago Press, vol. 61(1), pages 25-44, January. [Downloadable!] (restricted)
9. John Elliott & Dale Morse & Gordon Richardson, 1984. "The Association between Insider Trading and Information Announcements," RAND Journal of Economics, The RAND Corporation, vol. 15(4), pages 521-536, Winter. [Downloadable!] (restricted)
10. Lin, Ji-Chai & Howe, John S, 1990. " Insider Trading in the OTC Market," Journal of Finance, American Finance Association, vol. 45(4), pages 1273-84, September. [Downloadable!] (restricted)
11. Noe, Christopher F., 1999. "Voluntary disclosures and insider transactions," Journal of Accounting and Economics, Elsevier, vol. 27(3), pages 305-326, July. [Downloadable!] (restricted)
12. Givoly, Dan & Palmon, Dan, 1985. "Insider Trading and the Exploitation of Inside Information: Some Empirical Evidence," Journal of Business, University of Chicago Press, vol. 58(1), pages 69-87, January. [Downloadable!] (restricted)
13. Lakonishok, Josef & Lee, Inmoo, 2001. "Are Insider Trades Informative?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(1), pages 79-111.
14. Ikenberry, David & Lakonishok, Josef & Vermaelen, Theo, 1995. "Market underreaction to open market share repurchases," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 181-208. [Downloadable!] (restricted)
    Other versions:
    • David Ikenberry & Josef Lakonishok & Theo Vermaelen, 1994. "Market Underreaction to Open Market Share Repurchases," NBER Working Papers 4965, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
15. Jonathan M. Karpoff & Daniel Lee, 1991. "Insider Trading Before New Issue Announcements," Financial Management, Financial Management Association, vol. 20(1), Spring.
16. Meulbroek, Lisa K, 1992. " An Empirical Analysis of Illegal Insider Trading," Journal of Finance, American Finance Association, vol. 47(5), pages 1661-99, December. [Downloadable!] (restricted)
17. Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 2000. "When an event is not an event: the curious case of an emerging market," Journal of Financial Economics, Elsevier, vol. 55(1), pages 69-101, January. [Downloadable!] (restricted)
18. Jaffe, Jeffrey F, 1974. "Special Information and Insider Trading," Journal of Business, University of Chicago Press, vol. 47(3), pages 410-28, July. [Downloadable!] (restricted)
19. Michael J. Fishman & Kathleen M. Hagerty, 1992. "Insider Trading and the Efficiency of Stock Prices," RAND Journal of Economics, The RAND Corporation, vol. 23(1), pages 106-122, Spring. [Downloadable!] (restricted)
20. Leland, Hayne E, 1992. "Insider Trading: Should It Be Prohibited?," Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 859-87, August. [Downloadable!] (restricted)
    Other versions:
    • Hayne E. Leland., 1990. "Insider Trading: Should It Be Prohibited?," Research Program in Finance Working Papers RPF-195, University of California at Berkeley.

Statistics

Access and download statistics

Did you know? All top Economics journals are listed on RePEc.

This page was last updated on 2009-12-4.