Does Insider Trading Raise Market Volatility?
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- Julan Du & Shang-Jin Wei, 2004. "Does Insider Trading Raise Market Volatility?," Economic Journal, Royal Economic Society, vol. 114(498), pages 916-942, October.
- Julan Du & Shang-Jin Wei, 2003. "Does Insider Trading Raise Market Volatility?," NBER Working Papers 9541, National Bureau of Economic Research, Inc.
- Julan Du & Shang-Jin Wei, 2002. "Does Insider Trading Raise Market Volatility?," Working Papers 072002, Hong Kong Institute for Monetary Research.
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Citations
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Cited by:
- Eswar Prasad & Shang-Jin Wei, 2007.
"The Chinese Approach to Capital Inflows: Patterns and Possible Explanations,"
NBER Chapters,in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices and Consequences, pages 421-480
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- Eswar Prasad & Shang-Jin Wei, 2005. "The Chinese Approach to Capital Inflows: Patterns and Possible Explanations," NBER Working Papers 11306, National Bureau of Economic Research, Inc.
- Huang, Haizhou & Wei, Shang-Jin, 2006.
"Monetary policies for developing countries: The role of institutional quality,"
Journal of International Economics,
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- Huang, Haizhou & Wei, Shang-Jin, 2005. "Monetary Policies for Developing Countries: The Role of Institutional Quality," CEPR Discussion Papers 4911, C.E.P.R. Discussion Papers.
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"The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS,"
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
124, Courant Research Centre PEG.
- Yuko Hashimoto & Konstantin Wacker, 2012. "The Role of Risk and Information for International Capital Flows; New Evidence from the SDDS," IMF Working Papers 12/242, International Monetary Fund.
- Haizhou Huang & Shang-Jin Wei, 2003.
"Monetary Policies for Developing Countries: The Role of Corruption,"
NBER Working Papers
10093, National Bureau of Economic Research, Inc.
- Haizhou Huang & Shang-Jin Wei, 2003. "Monetary Policies for Developing Countries; The Role of Corruption," IMF Working Papers 03/183, International Monetary Fund.
- Yuko Hashimoto & K. M. Wacker, 2016. "The role of information for international capital flows: new evidence from the SDDS," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(3), pages 529-557, August.
- Madura, Jeff & Marciniak, Marek, 2014. "Bidder country characteristics and informed trading in U.S. targets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 256-284.
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- Rousseau, Peter L. & Xiao, Sheng, 2007. "Banks, stock markets, and China's `great leap forward'," Emerging Markets Review, Elsevier, vol. 8(3), pages 206-217, September.
- Meixing Dai & Moïse Sidiropoulos & Eleftherios Spyromitros, 2015.
"Fiscal Policy, Institutional Quality and Central Bank Transparency,"
Manchester School,
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- Dai, Meixing & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2010. "Fiscal policy, institutional quality and central bank transparency," MPRA Paper 23766, University Library of Munich, Germany.
- Meixing Dai & Moïse Sidiropoulos & Eleftherios Spyromitros, 2014. "Fiscal policy, institutional quality and central bank transparency," Working Papers of BETA 2014-04, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Boyreau-Debray, Genevieve & Wei, Shang-Jin, 2004.
"Pitfalls of a State-Dominated Financial System: The Case of China,"
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- Genevieve Boyreau-Debray & Shang-Jin Wei, 2005. "Pitfalls of a State-Dominated Financial System: The Case of China," NBER Working Papers 11214, National Bureau of Economic Research, Inc.
- Esther Brio & Javier Perote, 2007. "What Enhances Insider Trading Profitability?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(2), pages 173-188, June.
- Denis, David J. & Xu, Jin, 2013. "Insider trading restrictions and top executive compensation," Journal of Accounting and Economics, Elsevier, vol. 56(1), pages 91-112.
- Tong, Wilson H.S. & Zhang, Shaojun & Zhu, Yanjian, 2013. "Trading on inside information: Evidence from the share-structure reform in China," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1422-1436.
- Acharya, Viral V. & Johnson, Timothy C., 2007.
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- Shang-Jin Wei & Genevieve Boyreau-Debray, 2004. "Can China Grow Faster? A Diagnosis of the Fragmentation of Its Domestic Capital Market," IMF Working Papers 04/76, International Monetary Fund.
- De Cesari, Amedeo & Espenlaub, Susanne & Khurshed, Arif, 2011. "Stock repurchases and treasury share sales: Do they stabilize price and enhance liquidity?," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1558-1579.
- Kusnadi, Yuanto, 2015. "Insider trading restrictions and corporate risk-taking," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 125-142.
- repec:eee:finmar:v:35:y:2017:i:c:p:104-129 is not listed on IDEAS
- Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin, 2013. "Experience-based corporate corruption and stock market volatility: Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 1-13.
- Laura Beny, 2006. "Do Investors Value Insider Trading Laws? International Evidence," William Davidson Institute Working Papers Series wp837, William Davidson Institute at the University of Michigan.
- Alhaj-Yaseen, Yaseen S. & Rao, Xi & Jin, Yinghua, 2017. "Market liberalization and the extent of informed trading: Evidence from China’s equity markets," Journal of Multinational Financial Management, Elsevier, vol. 39(C), pages 78-99.
- Chiang, Chin-Han & Chung, Sung Gon & Louis, Henock, 2017. "Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 65-73.
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Keywords
International finance; insider trading; market volatility; stock market; market returns; inflation rate; stock exchange; General Financial Markets;JEL classification:
- I2 - Health, Education, and Welfare - - Education
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