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Insider transfer trading of banking companies around exchange listing

  • Lo, Keng-Hsin
  • Wang, Kehluh
  • Liao, Tsai-Ling
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    File URL: http://www.sciencedirect.com/science/article/B6WJD-4H4T0VM-1/2/91ebb5be901b08b7f40186378f422bb5
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    Article provided by Elsevier in its journal Journal of Financial Intermediation.

    Volume (Year): 15 (2006)
    Issue (Month): 2 (April)
    Pages: 215-234

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    Handle: RePEc:eee:jfinin:v:15:y:2006:i:2:p:215-234
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622875

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    1. Cornell, Bradford & Sirri, Erik R, 1992. " The Reaction of Investors and Stock Prices to Insider Trading," Journal of Finance, American Finance Association, vol. 47(3), pages 1031-59, July.
    2. Cheng, Yingmei, 2005. "Post-listing underperformance: Is it really bad to move trading locations?," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 97-120, December.
    3. Rozeff, Michael S & Zaman, Mir A, 1988. "Market Efficiency and Insider Trading: New Evidence," The Journal of Business, University of Chicago Press, vol. 61(1), pages 25-44, January.
    4. Paul Schultz, 2003. "Pseudo Market Timing and the Long-Run Underperformance of IPOs," Journal of Finance, American Finance Association, vol. 58(2), pages 483-518, 04.
    5. Van Horne, James C, 1970. "New Listings and Their Price Behavior," Journal of Finance, American Finance Association, vol. 25(4), pages 783-94, September.
    6. Seyhun, H Nejat, 1988. "The Information Content of Aggregate Insider Trading," The Journal of Business, University of Chicago Press, vol. 61(1), pages 1-24, January.
    7. Givoly, Dan & Palmon, Dan, 1985. "Insider Trading and the Exploitation of Inside Information: Some Empirical Evidence," The Journal of Business, University of Chicago Press, vol. 58(1), pages 69-87, January.
    8. Jaffe, Jeffrey F, 1974. "Special Information and Insider Trading," The Journal of Business, University of Chicago Press, vol. 47(3), pages 410-28, July.
    9. Merton, Robert C., 1987. "A simple model of capital market equilibrium with incomplete information," Working papers 1869-87., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    10. Grammatikos, Thoeharry & Papaioannou, George J, 1986. "The Information Value of Listing on the New York Stock Exchange," The Financial Review, Eastern Finance Association, vol. 21(4), pages 485-99, November.
    11. Jonathan M. Karpoff & Daniel Lee, 1991. "Insider Trading Before New Issue Announcements," Financial Management, Financial Management Association, vol. 20(1), Spring.
    12. Sanger, Gary C. & McConnell, John J., 1986. "Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(01), pages 1-25, March.
    13. Kadlec, Gregory B & McConnell, John J, 1994. " The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings," Journal of Finance, American Finance Association, vol. 49(2), pages 611-36, June.
    14. Lakonishok, Josef & Lee, Inmoo, 2001. "Are Insider Trades Informative?," Review of Financial Studies, Society for Financial Studies, vol. 14(1), pages 79-111.
    15. Ying, Louis K. W. & Lewellen, Wilbur G. & Schlarbaum, Gary G. & Lease, Ronald C., 1977. "Stock Exchange Listings and Securities Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(03), pages 415-432, September.
    16. Finnerty, Joseph E, 1976. "Insiders and Market Efficiency," Journal of Finance, American Finance Association, vol. 31(4), pages 1141-48, September.
    17. Edelman, Richard B & Baker, H Kent, 1990. "Liquidity and Stock Exchange Listing," The Financial Review, Eastern Finance Association, vol. 25(2), pages 231-49, May.
    18. Lamba, Asjeet S & Khan, Walayet A, 1999. "Exchange Listings and Delistings: The Role of Insider Information and Insider Trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(2), pages 131-46, Summer.
    19. Seyhun, H Nejat & Bradley, Michael, 1997. "Corporate Bankruptcy and Insider Trading," The Journal of Business, University of Chicago Press, vol. 70(2), pages 189-216, April.
    20. Penman, Stephen H, 1982. "Insider Trading and the Dissemination of Firms' Forecast Information," The Journal of Business, University of Chicago Press, vol. 55(4), pages 479-503, October.
    21. Davidson, Wallace N, III & Chhachhi, Indudeep & Glascock, John L, 1996. "A Test for Price Pressure Effects in Tender Offer Stock Repurchases," The Financial Review, Eastern Finance Association, vol. 31(1), pages 25-49, February.
    22. Alexander W. Butler & Gustavo Grullon & James P. Weston, 2005. "Can Managers Forecast Aggregate Market Returns?," Journal of Finance, American Finance Association, vol. 60(2), pages 963-986, 04.
    23. Lee, D Scott & Mikkelson, Wayne H & Partch, M Megan, 1992. " Managers' Trading around Stock Repurchases," Journal of Finance, American Finance Association, vol. 47(5), pages 1947-61, December.
    24. Webb, Gwendolyn P, 1999. "Evidence of Managerial Timing: The Case of Exchange Listings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(3), pages 247-63, Fall.
    25. Seyhun, H Nejat, 1990. "Do Bidder Managers Knowingly Pay Too Much for Target Firms?," The Journal of Business, University of Chicago Press, vol. 63(4), pages 439-64, October.
    26. Lin, Ji-Chai & Howe, John S, 1990. " Insider Trading in the OTC Market," Journal of Finance, American Finance Association, vol. 45(4), pages 1273-84, September.
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