Detecting the presence of insider trading via structural break tests
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References listed on IDEAS
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- Keshab Bhattarai, 2015. "Financial Deepening and Economic Growth in Advanced and Emerging Economies," Review of Development Economics, Wiley Blackwell, vol. 19(1), pages 178-195, February.
- Pouliot, William, 2016. "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, vol. 58(C), pages 523-534.
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- Jose Olmo & William Pouliot, 2014. "Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry," Discussion Papers 14-02, Department of Economics, University of Birmingham.
- Sahbi FARHANI, 2012. "Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model)," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 246-266.
- J. James Reade & Sachiko Akie, 2013. "Using Forecasting to Detect Corruption in International Football," Working Papers 2013-005, The George Washington University, Department of Economics, Research Program on Forecasting.
- James Reade, 2014. "Detecting corruption in football," Chapters,in: Handbook on the Economics of Professional Football, chapter 25, pages 419-446 Edward Elgar Publishing.
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- John Goddard & Peter Sloane (ed.), 2014. "Handbook on the Economics of Professional Football," Books, Edward Elgar Publishing, number 14821, April.
More about this item
KeywordsCUSUM tests ECAPM Insider trading Structural change U-statistics;
StatisticsAccess and download statistics
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