Esther B. Del Brio

Personal Details

First Name:	Esther
Middle Name:	B.
Last Name:	Del Brio
Suffix:
RePEc Short-ID:	pde411

Affiliation

Facultad de Economía y Empresa
Universidad de Salamanca

Salamanca, Spain
http://www3.usal.es/economicas/
RePEc:edi:fesales (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Del Brio, Esther B. & Maia-Ramires, Elida, 2005. "Corporate Governance Mechanisms and Their Impact on Managerial Value," Working Papers "New Trends on Business Administration". Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas". 2005-09, Interuniversity Research Master and Doctorate Program (with a quality mention of ANECA) on "Business Economics", Universities of Valladolid, Burgos, Salamanca and León (Spain). Until 2008, Interuniversity Doctorate Program (with a quality mention of ANECA) “New trends in Business Administration”, Universities of Valladolid, Burgos, and Salamanca (Spain). Master en Investigación y Programa de Docto.

   Cited by:

   1. Manuel E. Núñez Izquierdo & Josep Garcia‐Blandon & Christopher F. Baum, 2021. "Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3788-3806, July.

Articles

1. Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.

   Cited by:

   1. Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022. "A meta-measure of performance related to both investors and investments characteristics," Annals of Operations Research, Springer, vol. 313(2), pages 1405-1447, June.
      • Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-03543398, HAL.
      • Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-02933252, HAL.
   2. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "VaR performance during the subprime and sovereign debt crises: An application to emerging markets," Emerging Markets Review, Elsevier, vol. 20(C), pages 23-41.
   3. Sylvia J. Soltyk & Felix Chan, 2023. "Modeling time‐varying higher‐order conditional moments: A survey," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 33-57, February.
   4. Enrique Molina‐Muñoz & Andrés Mora‐Valencia & Javier Perote, 2021. "Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4163-4189, July.
   5. Lina M. Cortés & Andrés Mora-Valencia & Javier Perote, 2016. "The productivity of top researchers: a semi-nonparametric approach," Scientometrics, Springer;Akadémiai Kiadó, vol. 109(2), pages 891-915, November.
      • Lina M. Cortés & Javier Perote & Andrés Mora-Valencia, 2016. "The productivity of top researchers: A semi-nonparametric approach," Documentos de Trabajo de Valor Público 14437, Universidad EAFIT.
   6. Wang, Tianyi & Liang, Fang & Huang, Zhuo & Yan, Hong, 2022. "Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model," Economic Modelling, Elsevier, vol. 109(C).
   7. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "Semi-nonparametric VaR forecasts for hedge funds during the recent crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 330-343.
   8. Trespalacios, Alfredo & Cortés, Lina M. & Perote, Javier, 2020. "Uncertainty in electricity markets from a semi-nonparametric approach," Energy Policy, Elsevier, vol. 137(C).
      • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2019. "Uncertainty in Electricity Markets from a seminonparametric Approach," Documentos de Trabajo de Valor Público 17304, Universidad EAFIT.
   9. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2020. "Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall," International Review of Financial Analysis, Elsevier, vol. 70(C).

2. Esther Del Brio & Elida Maia-Ramires & Alberto De Miguel, 2011. "Ownership structure and diversification in a scenario of weak shareholder protection," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4537-4547.

   Cited by:

   1. Maria Sonia Medina-Salgado & María Sacristán-Navarro & Luis Ángel Guerras-Martín, 2020. "Do Boards of Directors Really Matter in the Cooperation Behavior of Firms? An Exploratory Analysis in Spain," Sustainability, MDPI, vol. 12(23), pages 1-18, December.
   2. Duc Nam Phung & Anil V. Mishra, 2016. "Corporation Diversification and Firm Performance: Evidence from Vietnamese Listed Firms," Australian Economic Papers, Wiley Blackwell, vol. 55(4), pages 386-408, December.
   3. Antonio Pedro Soares Pinto & Mario Gomes Augusto, 2014. "Are There Non-linear Relationships between Ownership Structure and Operational Performance? Empirical Evidence from Portuguese SMEs Using Dynamic Panel Data," International Journal of Business Administration, International Journal of Business Administration, Sciedu Press, vol. 5(3), pages 162-180, May.

3. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2011. "Multivariate semi-nonparametric distributions with dynamic conditional correlations," International Journal of Forecasting, Elsevier, vol. 27(2), pages 347-364, April.
   • Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2011. "Multivariate semi-nonparametric distributions with dynamic conditional correlations," International Journal of Forecasting, Elsevier, vol. 27(2), pages 347-364.

   Cited by:

   1. Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2020. "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo de Valor Público 18186, Universidad EAFIT.
      • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021. "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, vol. 14(11), pages 1-26, June.
   2. Christina Erlwein-Sayer, 2018. "Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds," Risks, MDPI, vol. 6(4), pages 1-27, December.
   3. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017. "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 96-115.
   4. Ñíguez, Trino-Manuel & Perote, Javier, 2016. "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 216-232.
      • Trino-Manuel Ñíguez & Javier Perote, 2016. "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers 1602, Banco de España.
   5. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Larkin, Charles & Lucey, Brian & Oxley, Les, 2022. "Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 45(C).
   6. Ñíguez, Trino-Manuel & Perote, Javier, 2017. "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 53-69.
   7. Corbet, Shaen & Cumming, Douglas J. & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022. "Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
   8. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022. "The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
   9. Enrique Molina‐Muñoz & Andrés Mora‐Valencia & Javier Perote, 2021. "Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4163-4189, July.
   10. Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022. "Semi-nonparametric risk assessment with cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 59(C).
   11. Collings, David & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Larkin, Charles & Oxley, Les, 2022. "The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters," International Review of Financial Analysis, Elsevier, vol. 80(C).
   12. Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2017. "Multivariate approximations to portfolio return distribution," Computational and Mathematical Organization Theory, Springer, vol. 23(3), pages 347-361, September.
   13. Zaichao Du & Pei Pei, 2020. "Backtesting portfolio value‐at‐risk with estimated portfolio weights," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 605-619, September.
   14. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "Semi-nonparametric VaR forecasts for hedge funds during the recent crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 330-343.
   15. Hou, Yang & Li, Steven & Wen, Fenghua, 2019. "Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach," Energy Economics, Elsevier, vol. 83(C), pages 119-143.
   16. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
   17. Inés Jiménez & Andrés Mora-Valencia & Javier Perote, 2022. "Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies," Risk Management, Palgrave Macmillan, vol. 24(1), pages 81-99, March.
   18. Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.
   19. Inés Jiménez & Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2020. "Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies," Mathematics, MDPI, vol. 8(12), pages 1-24, November.
   20. Aslanidis, Nektarios & Casas, Isabel, 2013. "Nonparametric correlation models for portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2268-2283.
   21. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2020. "Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall," International Review of Financial Analysis, Elsevier, vol. 70(C).
   22. Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2023. "Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model," Emerging Markets Review, Elsevier, vol. 56(C).

4. Asli M. Colpan & Toru Yoshikawa & Takashi Hikino & Esther B. Del Brio, 2011. "Shareholder Heterogeneity and Conflicting Goals: Strategic Investments in the Japanese Electronics Industry," Journal of Management Studies, Wiley Blackwell, vol. 48(3), pages 591-618, May.

   Cited by:

   1. Kano, Hirokazu & Iriyama, Akie, 2023. "Host country corruption and MNE location choice: The view of institutional pluralism," Journal of International Management, Elsevier, vol. 29(3).
   2. Guo, Liang & King, Lawrence & Wang, Kai & Yan, Shuo, 2022. "Can a mighty dragon crush a snake in its old haunt? The impact of QFII on board independence in China," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
   3. Takahiro NISHI, 2015. "Corporate diversification and board composition in Japanese electronics corporations," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 3(2), pages 27-44, May.
   4. Xuesong Geng & Toru Yoshikawa & Asli M. Colpan, 2016. "Leveraging foreign institutional logic in the adoption of stock option pay among Japanese firms," Strategic Management Journal, Wiley Blackwell, vol. 37(7), pages 1472-1492, July.
   5. Stefan Schmid & Felix Roedder, 2022. "Much ado about diversity? The perpetuation of old elites on corporate boards," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(8), pages 3263-3285, December.
   6. Nehme Azoury & Elie Bouri, 2015. "Principal–principal conflicts in Lebanese unlisted family firms," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(2), pages 461-493, May.
   7. Schmid, Stefan & Roedder, Felix, 2021. "Gaijin invasion? A resource dependence perspective on foreign ownership and foreign directors," International Business Review, Elsevier, vol. 30(6).
   8. Slobodan Cerovic & Nemanja Stanišic & Tijana Radojevic & Nikica Radovic, 2015. "The Impact of Ownership Structure on Corporate Performance in Transitional Economies," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 17(38), pages 441-441, February.
   9. Jonathan Morris & Rick Delbridge & Takahiro Endo, 2018. "The Layering of Meso‐Level Institutional Effects on Employment Systems in Japan," British Journal of Industrial Relations, London School of Economics, vol. 56(3), pages 603-630, September.
   10. Kurt A. Desender & Ruth V. Aguilera & Mónica Lópezpuertas-Lamy & Rafel Crespi, 2016. "A clash of governance logics: Foreign ownership and board monitoring," Strategic Management Journal, Wiley Blackwell, vol. 37(2), pages 349-369, February.

5. Yoshikawa, Toru & Rasheed, Abdul A. & Del Brio, Esther B., 2010. "The impact of firm strategy and foreign ownership on executive bonus compensation in Japanese firms," Journal of Business Research, Elsevier, vol. 63(11), pages 1254-1260, November.

   Cited by:

   1. Grund, Christian & Hofmann, Tanja, 2017. "The Dispersion of Bonus Payments within and between Firms," IZA Discussion Papers 10642, Institute of Labor Economics (IZA).
      • Christian Grund & Tanja Hofmann, 2019. "The dispersion of bonus payments within and between firms," Journal of Business Economics, Springer, vol. 89(4), pages 417-445, June.
   2. Won Oh & Young Chang & Aleksey Martynov, 2011. "The Effect of Ownership Structure on Corporate Social Responsibility: Empirical Evidence from Korea," Journal of Business Ethics, Springer, vol. 104(2), pages 283-297, December.
   3. Xuesong Geng & Toru Yoshikawa & Asli M. Colpan, 2016. "Leveraging foreign institutional logic in the adoption of stock option pay among Japanese firms," Strategic Management Journal, Wiley Blackwell, vol. 37(7), pages 1472-1492, July.
   4. Schmid, Stefan & Roedder, Felix, 2021. "Gaijin invasion? A resource dependence perspective on foreign ownership and foreign directors," International Business Review, Elsevier, vol. 30(6).
   5. Garanina, Tatiana & Aray, Yulia, 2021. "Enhancing CSR disclosure through foreign ownership, foreign board members, and cross-listing: Does it work in Russian context?," Emerging Markets Review, Elsevier, vol. 46(C).
   6. Rosalia Santulli, 2022. "“Fairness of CEO Compensation. A multi-faceted and multi-cultural framework to structure executive pay” by M.A. Eklund (Springer, 2019)," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 26(1), pages 315-325, March.
   7. Ling Jong & Poh-Ling Ho, 2018. "Inside the family firms: The impact of family and institutional ownership on executive remuneration," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1432095-143, January.
   8. Hideaki Sakawa & Naoki Watanabel, 2020. "Institutional Ownership and Firm Performance under Stakeholder-Oriented Corporate Governance," Sustainability, MDPI, vol. 12(3), pages 1-21, January.

6. Esther B. Del Brio & Trino-Manuel Niguez & Javier Perote, 2009. "Gram-Charlier densities: a multivariate approach," Quantitative Finance, Taylor & Francis Journals, vol. 9(7), pages 855-868.

   Cited by:

   1. A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
      • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
      • Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
      • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
      • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.
   2. Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2020. "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo de Valor Público 18186, Universidad EAFIT.
      • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021. "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, vol. 14(11), pages 1-26, June.
   3. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017. "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 96-115.
   4. Ñíguez, Trino-Manuel & Perote, Javier, 2016. "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 216-232.
      • Trino-Manuel Ñíguez & Javier Perote, 2016. "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers 1602, Banco de España.
   5. Ñíguez, Trino-Manuel & Perote, Javier, 2017. "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 53-69.
   6. Juan Arismendi, 2014. "A Multi-Asset Option Approximation for General Stochastic Processes," ICMA Centre Discussion Papers in Finance icma-dp2014-03, Henley Business School, University of Reading.
   7. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2011. "Multivariate semi-nonparametric distributions with dynamic conditional correlations," International Journal of Forecasting, Elsevier, vol. 27(2), pages 347-364.
      • Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2011. "Multivariate semi-nonparametric distributions with dynamic conditional correlations," International Journal of Forecasting, Elsevier, vol. 27(2), pages 347-364, April.
   8. Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2017. "Multivariate approximations to portfolio return distribution," Computational and Mathematical Organization Theory, Springer, vol. 23(3), pages 347-361, September.
   9. Withers, Christopher S. & Nadarajah, Saralees, 2014. "The dual multivariate Charlier and Edgeworth expansions," Statistics & Probability Letters, Elsevier, vol. 87(C), pages 76-85.
   10. Lina M Cortés & Juan F. Rendón & Javier Perote, 2021. "Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions," Documentos de Trabajo de Valor Público 19593, Universidad EAFIT.
   11. Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.
   12. Inés Jiménez & Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2020. "Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies," Mathematics, MDPI, vol. 8(12), pages 1-24, November.

7. Del Brio, Esther B. & Miguel, Alberto & Perote, Javier, 2002. "An investigation of insider trading profits in the Spanish stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 73-94.

   Cited by:

   1. Mónica Melle, 2005. "¿Cómo valora el mercado de valores español la adopción de planes de opciones sobre acciones para directivos y consejeros?," Investigaciones Economicas, Fundación SEPI, vol. 29(1), pages 73-115, January.
   2. Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote, 2016. "Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(3), pages 379-402, December.
   3. Hodgson, Allan & Da Lim, Wei & Mi, Lin, 2018. "Insider sales vs. short selling: Negative information trading in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 72-83.
   4. Hans Degryse & Frank de Jong & Jérémie Lefebvre, 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," CESifo Working Paper Series 2687, CESifo.
      • Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Other publications TiSEM 0d74f29a-ed4f-4c26-9c55-9, Tilburg University, School of Economics and Management.
      • Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Discussion Paper 2009-48, Tilburg University, Center for Economic Research.
      • Hans Degryse & Frank Jong & Jérémie Lefebvre, 2014. "An Empirical Analysis of Legal Insider Trading in The Netherlands," De Economist, Springer, vol. 162(1), pages 71-103, March.
   5. Goergen, Marc & Renneboog, Luc & Zhao, Yang, 2019. "Insider trading and networked directors," Other publications TiSEM dd590177-d348-410e-a971-b, Tilburg University, School of Economics and Management.
      • Renneboog, Luc & Goergen, M. & Zhao, Y., 2018. "Insider Trading and Networked Directors," Other publications TiSEM c435e408-7658-4e25-bf8e-0, Tilburg University, School of Economics and Management.
      • Renneboog, Luc & Goergen, M. & Zhao, Y., 2018. "Insider Trading and Networked Directors," Discussion Paper 2018-036, Tilburg University, Center for Economic Research.
      • Goergen, Marc & Renneboog, Luc & Zhao, Yang, 2019. "Insider trading and networked directors," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 152-175.
   6. Yeon-Jin Sim & Jeongmin Kim & Jaehyeon Choi & Jun-Ho Huh, 2022. "System Design for Detecting Real Estate Speculation Abusing Inside Information: For the Fair Reallocation of Land," Land, MDPI, vol. 11(4), pages 1-17, April.
   7. Madura, Jeff & Marciniak, Marek, 2014. "Bidder country characteristics and informed trading in U.S. targets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 256-284.
   8. Lefebvre, Jérémie & Mazza, Paolo, 2023. "Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market," International Review of Law and Economics, Elsevier, vol. 74(C).
      • Jérémie Lefebvre & Paolo Mazza, 2023. "Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market," Post-Print hal-04133742, HAL.
   9. Esther Brio & Javier Perote, 2007. "What Enhances Insider Trading Profitability?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(2), pages 173-188, June.
   10. Mazza, Paolo & Wang, Shiyu, 2021. "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, vol. 68(C).
   11. Marius Cristian Milos & Laura Raisa Milos, 2017. "Regulation, Insider Trading And Stock Market Reaction. What Do We Know?," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 174-179, December.
   12. Cagdas Tahaoglu & Z. Nuray Guner, 2011. "An Investigation Of Returns To Insider Transactions: Evidence From The Istanbul Stock Exchange," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 25(1), pages 57-77.
   13. Ryu, Doojin & Yang, Heejin & Yu, Jinyoung, 2022. "Insider trading and information asymmetry: Evidence from the Korea Exchange," Emerging Markets Review, Elsevier, vol. 51(PA).
   14. Esther B. Del Brio & Alberto De Miguel, 2010. "Dividends and Market Signalling: an Analysis of Corporate Insider Trading," European Financial Management, European Financial Management Association, vol. 16(3), pages 480-497, June.
   15. Brajesh Kumar & Ajay Pandey, 2011. "Price Discovery in emerging commodity markets: Spot and Futures relationship in indian commodity Futures market," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 25(1), pages 79-121.
   16. Han-Ching Huang & Tammy Tran Chung, 2020. "The Information Content of Insider Silence in Vietnam Security Market," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 10(3), pages 1-9.
   17. Rebecca Pham & Marcel Ausloos, 2022. "Insider trading in the run‐up to merger announcements. Before and after the UK's Financial Services Act 2012," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3373-3385, July.
       • Rebecaa Pham & Marcel Ausloos, 2020. "Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012," Papers 2012.11594, arXiv.org.
   18. Kaspar Dardas & Andre Güttler, 2011. "Are directors’ dealings informative? Evidence from European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 111-148, June.
   19. Eleftherios Thalassinos & Dimitrios Maditinos & Athanasios Paschalidis, 2012. "Observing evidence of insider trading in the Athens Stock Exchange," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 1(1), pages 1-26, December.
   20. Shallu Arora & Meena Sharma & A. K. Vashisht, 2017. "Impact of managerial ability and firm-specific variables on insider’s abnormal returns," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 44(4), pages 275-286, December.
   21. Mazza, Paolo & Ruh, Benjamin, 2022. "The performance of corporate legal insider trading in the Korean market," International Review of Law and Economics, Elsevier, vol. 71(C).
   22. Julio Pindado & Chabela De La Torre, 2006. "The Role of Investment, Financing and Dividend Decisions in Explaining Corporate Ownership Structure: Empirical Evidence from Spain," European Financial Management, European Financial Management Association, vol. 12(5), pages 661-687, November.
   23. Esther Del Brio & Elida Maia-Ramires & Alberto De Miguel, 2011. "Ownership structure and diversification in a scenario of weak shareholder protection," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4537-4547.

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