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Impact of investor meetings/presentations on share prices, insider trading and securities regulation

  • Rose, Caspar
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    File URL: http://www.sciencedirect.com/science/article/B6V7M-4B290WW-3/2/cc2ce134a92ca66ac31622f6f8f811bf
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    Article provided by Elsevier in its journal International Review of Law and Economics.

    Volume (Year): 23 (2003)
    Issue (Month): 3 (September)
    Pages: 227-236

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    Handle: RePEc:eee:irlaec:v:23:y:2003:i:3:p:227-236
    Contact details of provider: Web page: http://www.elsevier.com/locate/irle

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    1. John Matatko & Alan Gregory & Ian Tonks & Richard Purkis, 1993. "UK Directors Trading: The Impact of Dealings in Smaller Firms," FMG Discussion Papers dp160, Financial Markets Group.
    2. Liu, Pu & Smith, Stanley D & Syed, Azmat A, 1992. "The Impact of the Insider Trading Scandal on the Information Content of the Wall Street Journal's "Heard on the Street" Column," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(2), pages 181-88, Summer.
    3. Corrado, Charles J., 1989. "A nonparametric test for abnormal security-price performance in event studies," Journal of Financial Economics, Elsevier, vol. 23(2), pages 385-395, August.
    4. Meulbroek, Lisa K, 1992. " An Empirical Analysis of Illegal Insider Trading," Journal of Finance, American Finance Association, vol. 47(5), pages 1661-99, December.
    5. Alan Gregory & John Matatko & Ian Tonks, 1997. "Detecting Information from Directors' Trades: Signal Definition and Variable Size Effects," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(3), pages 309-342.
    6. Campbell, Cynthia J. & Wesley, Charles E., 1993. "Measuring security price performance using daily NASDAQ returns," Journal of Financial Economics, Elsevier, vol. 33(1), pages 73-92, February.
    7. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
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