Impact of investor meetings/presentations on share prices, insider trading and securities regulation
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- 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.
- Meulbroek, Lisa K, 1992. " An Empirical Analysis of Illegal Insider Trading," Journal of Finance, American Finance Association, vol. 47(5), pages 1661-99, December.
- 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.
- 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.
- 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.
- 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.
- 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.
- Gregory, Alan, et al, 1994. "UK Directors' Trading: The Impact of Dealings in Smaller Firms," Economic Journal, Royal Economic Society, vol. 104(422), pages 37-53, January.
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