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Information, Trading, and Product Market Interactions: Cross‐sectional Implications of Informed Trading

Citations

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Cited by:

  1. Foucault, Thierry & Fresard, Laurent, 2014. "Learning from peers' stock prices and corporate investment," Journal of Financial Economics, Elsevier, vol. 111(3), pages 554-577.
  2. Paolo Pasquariello & Clara Vega, 2015. "Strategic Cross-Trading in the U.S. Stock Market," Review of Finance, European Finance Association, vol. 19(1), pages 229-282.
  3. Jiang, Christine & McInish, Thomas & Upson, James, 2009. "The information content of trading halts," Journal of Financial Markets, Elsevier, vol. 12(4), pages 703-726, November.
  4. Thierry Foucault & Laurent Fresard, 2019. "Corporate Strategy, Conformism, and the Stock Market," The Review of Financial Studies, Society for Financial Studies, vol. 32(3), pages 905-950.
  5. Maghyereh, Aktham I. & Awartani, Basel, 2018. "The factors influencing the decision to list on Abu Dhabi securities exchange," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 89-103.
  6. Hrazdil, Karel & Zhang, Ray, 2012. "The importance of industry classification in estimating concentration ratios," Economics Letters, Elsevier, vol. 114(2), pages 224-227.
  7. Cziraki, Peter, 2018. "Trading by bank insiders before and during the 2007–2008 financial crisis," Journal of Financial Intermediation, Elsevier, vol. 33(C), pages 58-82.
  8. Bergsma, Kelley & Tayal, Jitendra, 2020. "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, vol. 70(C).
  9. Brown, Stephen & Hillegeist, Stephen A. & Lo, Kin, 2009. "The effect of earnings surprises on information asymmetry," Journal of Accounting and Economics, Elsevier, vol. 47(3), pages 208-225, June.
  10. Zhang, Qiyu & Zhang, Xiaoxiang & Chen, Ding & Strange, Roger, 2022. "Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments," International Review of Financial Analysis, Elsevier, vol. 79(C).
  11. Hui Chen & Bjorn N. Jorgensen, 2022. "Insider Trading, Competition, and Real Activities Manipulation," Management Science, INFORMS, vol. 68(2), pages 1497-1511, February.
  12. Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2019. "Industry familiarity and trading: Evidence from the personal portfolios of industry insiders," Journal of Financial Economics, Elsevier, vol. 132(1), pages 49-75.
  13. Kelley Bergsma & Andy Fodor & Vijay Singal & Jitendra Tayal, 2020. "Option trading after the opening bell and intraday stock return predictability," Financial Management, Financial Management Association International, vol. 49(3), pages 769-804, September.
  14. Matta, Rafael & Rocha, Sergio H. & Vaz, Paulo, 2025. "Predation by stock price manipulation," Journal of Corporate Finance, Elsevier, vol. 92(C).
  15. Danjue Clancey-Shang, 2022. "Information Spillovers Prior to M&A Announcements," JRFM, MDPI, vol. 15(10), pages 1-21, October.
  16. Mudalige, Priyantha & Kalev, Petko S., 2024. "Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure," Global Finance Journal, Elsevier, vol. 63(C).
  17. S. Sarah Zhang, 2018. "Need for speed: Hard information processing in a high‐frequency world," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(1), pages 3-21, January.
  18. James Brugler & Oliver Linton, 2014. "Circuit Breakers on the London Stock Exchange: Do they improve subsequent market quality?," Cambridge Working Papers in Economics 1453, Faculty of Economics, University of Cambridge.
  19. Kale, Jayant R. & Loon, Yee Cheng, 2011. "Product market power and stock market liquidity," Journal of Financial Markets, Elsevier, vol. 14(2), pages 376-410, May.
  20. Dewan Rahman & Barry Oliver, 2022. "The readability of 10-K reports and insider trading profitability," Australian Journal of Management, Australian School of Business, vol. 47(3), pages 558-578, August.
  21. Rahman, Dewan & Kabir, Muhammad & Oliver, Barry, 2021. "Does exposure to product market competition influence insider trading profitability?," Journal of Corporate Finance, Elsevier, vol. 66(C).
  22. James Brugler & Oliver Linton, 2014. "Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality?," CeMMAP working papers CWP07/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  23. Suchanek, Max, 2024. "Social interactions in short squeeze scenarios," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 898-919.
  24. Mudalige, Priyantha & Duong, Huu Nhan & Kalev, Petko S. & Gupta, Kartick, 2020. "Who trades in competing firms around earnings announcements," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
  25. Lakshmanan Shivakumar, 2010. "Discussion of Aggregate Market Reaction to Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 48(2), pages 335-342, May.
  26. Jacob, Tinu Iype & Paul, Sunil, 2025. "Product market power, informational asymmetries and stock liquidity: Evidence from Indian firms," The Journal of Economic Asymmetries, Elsevier, vol. 32(C).
  27. Prachi Deuskar & Aditi Khatri & Jayanthi Sunder, 2025. "Insider Trading Restrictions and Informed Trading in Peer Stocks," Management Science, INFORMS, vol. 71(3), pages 2390-2412, March.
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