Insider trading and firm-specific return volatility
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DOI: 10.1007/s11156-013-0362-z
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- Wan-Ni Lai & Yi-Ting Chen & Edward W. Sun, 2021. "Comonotonicity and low volatility effect," Annals of Operations Research, Springer, vol. 299(1), pages 1057-1099, April.
- Semih Tartaroglu & Michael Imhof, 2017. "Insider trading and response to earnings announcements: the impact of accelerated disclosure requirements," Review of Quantitative Finance and Accounting, Springer, vol. 49(2), pages 315-336, August.
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- Jonathan A. Milian, 2016. "Insider sales based on short-term earnings information," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 109-128, July.
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More about this item
Keywords
Insider trading; Idiosyncratic volatility; Two-stage least squares regression; Contrarian trading; Private information; G00; G14; G30;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
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