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The Reaction of Investors and Stock Prices to Insider Trading

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Cited by:

  1. James J. Angel & Douglas M. McCabe, 2018. "Insider Trading 2.0? The Ethics of Information Sales," Journal of Business Ethics, Springer, vol. 147(4), pages 747-760, February.
  2. Thi Hoai Phuong Nguyen & Thi Bich Thuy Nguyen & Thi Thu Cuc Nguyen & Huu Tai Nguyen, 2020. "The impact of opportunity factors leading to fraudulent behavior in Vietnam stock market," Proceedings of Economics and Finance Conferences 10912952, International Institute of Social and Economic Sciences.
  3. 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.
  4. Peter-Jan Engelen & Luc Liedekerke, 2007. "The Ethics of Insider Trading Revisited," Journal of Business Ethics, Springer, vol. 74(4), pages 497-507, September.
  5. Madhavan, Ananth, 2000. "Market microstructure: A survey," Journal of Financial Markets, Elsevier, vol. 3(3), pages 205-258, August.
  6. Arindrajit Dube & Ethan Kaplan & Suresh Naidu, 2011. "Coups, Corporations, and Classified Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(3), pages 1375-1409.
  7. Lamoureux, Christopher G. & Wang, Qin, 2015. "Measuring private information in a specialist market," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 92-119.
  8. Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, April.
  9. A. Can Inci & Biao Lu & H. Nejat Seyhun, 2010. "Intraday Behavior of Stock Prices and Trades around Insider Trading," Financial Management, Financial Management Association International, vol. 39(1), pages 323-363, March.
  10. Azam Pouryousof & Farzaneh Nassirzadeh & Reza Hesarzadeh & Davood Askarany, 2022. "The Relationship between Managers’ Disclosure Tone and the Trading Volume of Investors," JRFM, MDPI, vol. 15(12), pages 1-16, December.
  11. Qin Lei & Xuewu Wang, 2014. "Time†Varying Liquidity Trading, Private Information and Insider Trading," European Financial Management, European Financial Management Association, vol. 20(2), pages 321-351, March.
  12. Arnold, Tom & Erwin, Gayle & Nail, Lance & Nixon, Terry, 2006. "Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements," International Review of Financial Analysis, Elsevier, vol. 15(3), pages 247-255.
  13. Xin Li & Kun Chen & Sherry X. Sun & Terrance Fung & Huaiqing Wang & Daniel D. Zeng, 2016. "A Commonsense Knowledge-Enabled Textual Analysis Approach for Financial Market Surveillance," INFORMS Journal on Computing, INFORMS, vol. 28(2), pages 278-294, May.
  14. Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow, 2004. "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers ysm369, Yale School of Management, revised 01 Sep 2009.
  15. Juan Jose Cruces & Enrique L. Kawamura, 2005. "Insider Trading and Corporate Governance in Latin America: A Sequential Trade Model Approach," Working Papers 86, Universidad de San Andres, Departamento de Economia, revised Dec 2005.
  16. Kee H. Chung & Mingsheng Li, 2003. "Adverse‐Selection Costs and the Probability of Information‐Based Trading," The Financial Review, Eastern Finance Association, vol. 38(2), pages 257-272, May.
  17. Carré, Sylvain & Collin-Dufresne, Pierre & Gabriel, Franck, 2022. "Insider trading with penalties," Journal of Economic Theory, Elsevier, vol. 203(C).
  18. 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.
  19. Davis, Frederick & Khadivar, Hamed & Walker, Thomas J., 2021. "Institutional trading in firms rumored to be takeover targets," Journal of Corporate Finance, Elsevier, vol. 66(C).
  20. Michael Welker & H. Charles Sparks, 2001. "Individual, Institutional, And Specialist Trade Patterns Before And After Disclosure," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(2), pages 261-287, June.
  21. Arturo Bris, 2005. "Do Insider Trading Laws Work?," European Financial Management, European Financial Management Association, vol. 11(3), pages 267-312, June.
  22. Brian J. Adams & Tod Perry & Colin Mahoney, 2018. "The Challenges of Detection and Enforcement of Insider Trading," Journal of Business Ethics, Springer, vol. 153(2), pages 375-388, December.
  23. Jeff Madura & Thanh Ngo & Jurica Susnjara, 2014. "Information leakages and the costs of merging in Europe," Applied Financial Economics, Taylor & Francis Journals, vol. 24(8), pages 515-532, April.
  24. Dennis Y. Chung & Dušan Isakov & Christophe Pérignon, 2005. "Repurchasing Shares on a Second Trading Line," FSES Working Papers 391, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  25. Jan Novotny, 2010. "Were Stocks during the Financial Crisis More Jumpy: A Comparative Study," CERGE-EI Working Papers wp416, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  26. Aktas, Nihat & de Bodt, Eric & Declerck, Fany & Van Oppens, Herve, 2007. "The PIN anomaly around M&A announcements," Journal of Financial Markets, Elsevier, vol. 10(2), pages 169-191, May.
  27. Baginski, Stephen P. & Demers, Elizabeth & Kausar, Asad & Yu, Yingri Julia, 2018. "Linguistic tone and the small trader," Accounting, Organizations and Society, Elsevier, vol. 68, pages 21-37.
  28. Nadia Linciano, 2003. "The Effectiveness of Insider Trading Regulation in Italy. Evidence from Stock-Price Run-Ups Around Announcements of Corporate Control Transactions," European Journal of Law and Economics, Springer, vol. 16(2), pages 199-218, September.
  29. Patrick Augustin & Menachem Brenner & Marti G. Subrahmanyam, 2019. "Informed Options Trading Prior to Takeover Announcements: Insider Trading?," Management Science, INFORMS, vol. 65(12), pages 5697-5720, December.
  30. William Cready & Abdullah Kumas & Musa Subasi, 2014. "Are Trade Size‐Based Inferences About Traders Reliable? Evidence from Institutional Earnings‐Related Trading," Journal of Accounting Research, Wiley Blackwell, vol. 52(4), pages 877-909, September.
  31. Michael R. King, 2009. "Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Financial Management, Financial Management Association International, vol. 38(4), pages 699-726, December.
  32. Les Coleman & Adi Schnytzer, 2008. "Shorting the Bear: A Test of Anecdotal Evidence of Insider Trading in Early Stages of the Sub-Prime Market Crisis," Journal of Prediction Markets, University of Buckingham Press, vol. 2(3), pages 61-69, December.
  33. Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Subrahmanyam, Marti G., 2016. "How do insiders trade?," CFS Working Paper Series 541, Center for Financial Studies (CFS).
  34. Ngo, Thanh & Susnjara, Jurica, 2016. "Hostility and deal completion likelihood in international acquisitions: The moderating effect of information leakage," Global Finance Journal, Elsevier, vol. 31(C), pages 42-56.
  35. Fich, Eliezer M. & Parrino, Robert & Tran, Anh L., 2023. "When and how are rule 10b5-1 plans used for insider stock sales?," Journal of Financial Economics, Elsevier, vol. 149(1), pages 1-26.
  36. Hsieh, Wen-liang G. & He, Huei-Ru, 2014. "Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 187-215.
  37. Lo, Keng-Hsin & Wang, Kehluh & Liao, Tsai-Ling, 2006. "Insider transfer trading of banking companies around exchange listing," Journal of Financial Intermediation, Elsevier, vol. 15(2), pages 215-234, April.
  38. Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2004. "The Value of Private Information," University of California at Los Angeles, Anderson Graduate School of Management qt71t9z3w3, Anderson Graduate School of Management, UCLA.
  39. YongChern Su & HanChing Huang, 2008. "Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers," Applied Financial Economics, Taylor & Francis Journals, vol. 18(18), pages 1489-1499.
  40. Gus De Franco & Hai Lu & Florin P. Vasvari, 2007. "Wealth Transfer Effects of Analysts' Misleading Behavior," Journal of Accounting Research, Wiley Blackwell, vol. 45(1), pages 71-110, March.
  41. Corey Garriot & Ryan Riordan, 2020. "Trading on Long-term Information," Staff Working Papers 20-20, Bank of Canada.
  42. Pop, Diana, 2006. "M&A market in transition economies: Evidence from Romania," Emerging Markets Review, Elsevier, vol. 7(3), pages 244-260, September.
  43. Lin, Yaling, 2014. "An empirical study on pre-trade transparency and intraday stealth trading," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 26-40.
  44. Les Coleman, 2007. "Just How Serious is Insider Trading? An Evaluation using Thoroughbred Wagering Markets," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 1(1), pages 31-55, February.
  45. Chakravarty, Sugato, 2001. "Stealth-trading: Which traders' trades move stock prices?," Journal of Financial Economics, Elsevier, vol. 61(2), pages 289-307, August.
  46. Tong, Wilson H.S. & Zhang, Shaojun & Zhu, Yanjian, 2013. "Trading on inside information: Evidence from the share-structure reform in China," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1422-1436.
  47. Estrada, Javier & Peña, Juan Ignacio, 1995. "Empirical evidence on the impact of European insider trading regulations," DEE - Working Papers. Business Economics. WB 7068, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  48. Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, "undated". "Estimating the Returns to Insider Trading," Rodney L. White Center for Financial Research Working Papers 19-99, Wharton School Rodney L. White Center for Financial Research.
  49. Zhang, Chris H. & Frijns, Bart, 2019. "Noise trading and informational efficiency," EconStor Preprints 198037, ZBW - Leibniz Information Centre for Economics.
  50. Boccard, N. & Calcagno, R., 1999. "Asymmetries of information in centralized order-driven markets," LIDAM Discussion Papers IRES 1999016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  51. Nguyen, Thi Thu Cuc & Nguyen, Thi Hoai Phuong & Nguyen, Thi Bich Thuy & Selvarajan, Sonia Kumari & Baskaran, Angathevar, 2022. "The impact of opportunity factors on fraudulent behavior in the Vietnamese stock market," Journal of Asian Economics, Elsevier, vol. 79(C).
  52. Fishe, Raymond P. H. & Robe, Michel A., 2004. "The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 71(3), pages 461-488, March.
  53. Ahadzie, Richard Mawulawoe & Jeyasreedharan, Nagaratnam, 2020. "Trading volume and realized higher-order moments in the Australian stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
  54. Alex Frino & Stephen Satchell & Brad Wong & Hui Zheng, 2013. "How much does an Illegal Insider Trade?," International Review of Finance, International Review of Finance Ltd., vol. 13(2), pages 241-263, June.
  55. David M. Walsh, 1997. "Orders vs Trades: Price Effects and Size Measures," Australian Journal of Management, Australian School of Business, vol. 22(1), pages 47-69, June.
  56. Sadok El Ghoul & Omrane Guedhami & Robert Nash & He (Helen) Wang, 2022. "Economic policy uncertainty and insider trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(4), pages 817-854, December.
  57. Cheng, Louis & Firth, Michael & Leung, T.Y. & Rui, Oliver, 2006. "The effects of insider trading on liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 14(5), pages 467-483, November.
  58. Emilio Barucci & Carlo Bianchi & Alberto Manconi, 2006. "Internal dealing regulation and insiders’ trades in the Italian financial market," European Journal of Law and Economics, Springer, vol. 22(2), pages 107-119, September.
  59. Berkman, Henk & Koch, Paul D., 2008. "Noise trading and the price formation process," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 232-250, March.
  60. Clements, Marcus & Singh, Harminder, 2011. "An analysis of trading in target stocks before successful takeover announcements," Journal of Multinational Financial Management, Elsevier, vol. 21(1), pages 1-17, February.
  61. Jinhua Cui & Hoje Jo & Yan Li, 2015. "Corporate Social Responsibility and Insider Trading," Journal of Business Ethics, Springer, vol. 130(4), pages 869-887, September.
  62. Olivier Brandouy & Pascal Barneto & Lawrence Leger, 2003. "Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market," The European Journal of Finance, Taylor & Francis Journals, vol. 9(5), pages 393-419.
  63. P. J. Engelen & L. Liedekerke, 2006. "An Ethical Analysis of Regulating Insider Trading," Working Papers 06-05, Utrecht School of Economics.
  64. repec:ipg:wpaper:2014-072 is not listed on IDEAS
  65. Kato, Takao & Hebner, Kevin J., 1997. "Insider trading and executive compensation: Evidence from the U.S. and Japan," International Review of Economics & Finance, Elsevier, vol. 6(3), pages 223-237.
  66. Petchey, James & Wee, Marvin & Yang, Joey, 2016. "Pinning down an effective measure for probability of informed trading," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 456-475.
  67. Lin, Chien-Chung & Wu, Huan-Ting, 2019. "How to test an insider trading law and its effectiveness: Price movements and comparative empirical data from Taiwan," International Review of Law and Economics, Elsevier, vol. 57(C), pages 22-36.
  68. Jeff Madura & Marek Marciniak, 2014. "Characteristics of takeover targets that trigger insider trading investigations," Applied Financial Economics, Taylor & Francis Journals, vol. 24(1), pages 1-18, January.
  69. Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014. "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 10-22, March.
  70. Estrada, Javier, 1995. "Insider trading: Regulation, securities markets, and welfare under risk aversion," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(4), pages 421-449.
  71. Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
  72. Michael Firth & T. Y. Leung & Oliver M. Rui, 2011. "Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 505-533.
  73. Li, Xiao, 2020. "The impact of economic policy uncertainty on insider trades: A cross-country analysis," Journal of Business Research, Elsevier, vol. 119(C), pages 41-57.
  74. Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu, 2013. "Informed options trading prior to takeovers – Does the regulatory environment matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 286-305.
  75. Valenzuela, Marcela & Zer, Ilknur, 2013. "Competition, signaling and non-walking through the book: Effects on order choice," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5421-5435.
  76. Garfinkel, Jon A., 1997. "New evidence on the effects of federal regulations on insider trading: The Insider Trading and Securities Fraud Enforcement Act (ITSFEA)," Journal of Corporate Finance, Elsevier, vol. 3(2), pages 89-111, April.
  77. Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow, 2004. "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers ysm369, Yale School of Management, revised 01 Sep 2009.
  78. Yuan Gao & Derek Oler, 2012. "Rumors and pre-announcement trading: why sell target stocks before acquisition announcements?," Review of Quantitative Finance and Accounting, Springer, vol. 39(4), pages 485-508, November.
  79. Schwert, G. William, 1996. "Markup pricing in mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 41(2), pages 153-192, June.
  80. Vinay Patel, 2015. "Price Discovery in US and Australian Stock and Options Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 27, July-Dece.
  81. Kaprielyan, Margarita, 2016. "Valuation consequences of the decision to divest in the globalized world," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 16-29.
  82. Maloney, Michael T. & Mulherin, J. Harold, 2003. "The complexity of price discovery in an efficient market: the stock market reaction to the Challenger crash," Journal of Corporate Finance, Elsevier, vol. 9(4), pages 453-479, September.
  83. Emiliano Pagnotta, 2016. "Chasing Private Information," 2016 Meeting Papers 1673, Society for Economic Dynamics.
  84. Andrea Marcello Buffa, 2004. "Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis," Rivista di Politica Economica, SIPI Spa, vol. 94(6), pages 101-143, November-.
  85. Todd A. Finkle & Laurence E. Blose & Reinhold P. Lam, 2005. "Insider Trading Around New Drug Approvals," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 21(Fall 2005), pages 29-45.
  86. Robert McGee, 2010. "Analyzing Insider Trading from the Perspectives of Utilitarian Ethics and Rights Theory," Journal of Business Ethics, Springer, vol. 91(1), pages 65-82, January.
  87. Juan Cruces & Enrique Kawamura, 2005. "Insider Trading and Corporate Governance in Latin America," Research Department Publications 3206, Inter-American Development Bank, Research Department.
  88. Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Do prices reveal the presence of informed trading?," NBER Working Papers 18452, National Bureau of Economic Research, Inc.
  89. Ji-Chai Lin & Michael S. Rozeff, 1995. "The Speed Of Adjustment Of Prices To Private Information: Empirical Tests," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(2), pages 143-156, June.
  90. Palan, Stefan & Stöckl, Thomas, 2017. "When chasing the offender hurts the victim: The case of insider legislation," Journal of Financial Markets, Elsevier, vol. 35(C), pages 104-129.
  91. Wisniewski, Tomasz P. & Bohl, Martin T., 2005. "The Information Content of Registered Insider Trading Under Lax Law Enforcement," International Review of Law and Economics, Elsevier, vol. 25(2), pages 169-185, June.
  92. Hauser, Florian & Schredelseker, Klaus, 2018. "Who benefits from insider regulation?," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 203-210.
  93. Ching, Ken M.L. & Firth, Michael & Rui, Oliver M., 2006. "The information content of insider trading around seasoned equity offerings," Pacific-Basin Finance Journal, Elsevier, vol. 14(1), pages 91-117, January.
  94. 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.
  95. Kabir, Rezaul & Vermaelen, Theo, 1996. "Insider trading restrictions and the stock market: Evidence from the Amsterdam Stock Exchange," European Economic Review, Elsevier, vol. 40(8), pages 1591-1603, November.
  96. Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness, 2009. "Intraday Stealth Trading: Which Trades Move Prices During Periods Of High Volume?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 32(1), pages 1-21, March.
  97. Paolo Bizzozero & Raphael Flepp & Egon Franck, 2017. " Insider trading and price efficiency: Evidence from a betting exchange," Working Papers 368, University of Zurich, Department of Business Administration (IBW).
  98. Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, April.
  99. Ryu, Doojin & Yang, Heejin & Yu, Jinyoung, 2022. "Insider trading and information asymmetry: Evidence from the Korea Exchange," Emerging Markets Review, Elsevier, vol. 51(PA).
  100. Estrada, Javier, 1994. "Insider trading: regulation, securities markets, and welfare under risk neutrality," UC3M Working papers. Economics 2922, Universidad Carlos III de Madrid. Departamento de Economía.
  101. Stefan Palan & Thomas Stöckl, 2014. "When chasing the offender hurts the victim: Collateral damage from insider legislation," Working Paper Series, Social and Economic Sciences 2014-03, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  102. Hanousek, Jan & Novotný, Jan, 2012. "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
  103. Estrada, Javier, 1995. "Insider trading: regulation, securities markets, and welfare under risk aversion," UC3M Working papers. Economics 3901, Universidad Carlos III de Madrid. Departamento de Economía.
  104. Aziz Simsir, Serif & Simsek, Koray D., 2022. "The market impact of private information before corporate Announcements: Evidence from Turkey," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  105. Emna Rouetbi & Chokri Mamoghli, 2014. "Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 920-929.
  106. A. Inci & H. Seyhun, 2012. "How do quotes and prices evolve around isolated informed trades?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 499-519, April.
  107. 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).
  108. Vinay Patel, 2015. "Price Discovery in US and Australian Stock and Options Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 6-2015.
  109. Kedia, Simi & Zhou, Xing, 2014. "Informed trading around acquisitions: Evidence from corporate bonds," Journal of Financial Markets, Elsevier, vol. 18(C), pages 182-205.
  110. 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.
  111. Luke M. Bennett & Wei Hu, 2023. "Filtration enlargement‐based time series forecast in view of insider trading," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 112-140, February.
  112. Juan Cruces & Enrique Kawamura, 2005. "Transacciones basadas en información privilegiada y conducción empresarial en América Latina," Research Department Publications 3207, Inter-American Development Bank, Research Department.
  113. Millicent Chang & Xiaolin Qian & Jing Yu & Yvonne See, 2017. "Does director trading change the information environment?," Australian Journal of Management, Australian School of Business, vol. 42(2), pages 205-229, May.
  114. Neupane, Biwesh & Thapa, Chandra & Marshall, Andrew & Neupane, Suman, 2021. "Mimicking insider trades," Journal of Corporate Finance, Elsevier, vol. 68(C).
  115. Ahern, Kenneth R., 2017. "Information networks: Evidence from illegal insider trading tips," Journal of Financial Economics, Elsevier, vol. 125(1), pages 26-47.
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