What explains trading behaviors of members of congress? Evidence from over 100,000 congressional stock trades
S Karadas, MTT Schlosky - International Review of Economics & Finance, 2024 - Elsevier
Members of Congress (politicians) are allowed to trade stocks. There is evidence in the
literature showing that politicians made informed trades until at least the passage of the Stop …
literature showing that politicians made informed trades until at least the passage of the Stop …
Relative idiosyncratic volatility and the timing of corporate insider trading
J Gider, C Westheide - Journal of Corporate Finance, 2016 - Elsevier
This paper investigates whether corporate insiders trade when asymmetric information is
high, using data on US corporate insider transactions between 1986 and 2012. We …
high, using data on US corporate insider transactions between 1986 and 2012. We …
Are directors' dealings informative? Evidence from European stock markets
K Dardas, A Güttler - Financial Markets and Portfolio Management, 2011 - Springer
Are directors' dealings reports informative for outside investors? We analyze short-term
announcement effects for 2782 companies from eight European countries between January …
announcement effects for 2782 companies from eight European countries between January …
The effectiveness of the order-splitting strategy: an analysis of unique data
D Ryu - Applied Economics Letters, 2012 - Taylor & Francis
This letter first examines the effectiveness of the order-splitting strategy by analysing the
unique intraday dataset of the KOSPI200 futures market, which contains high-quality …
unique intraday dataset of the KOSPI200 futures market, which contains high-quality …
Constructing binomial trees from multiple implied probability distributions.
G Brown, KB Toft - Journal of derivatives, 1999 - elibrary.ru
Presents a method of deriving implied binomial trees from multiple implied probability
distributions to determine risk-neutral asset price distribution and processes. Use of the …
distributions to determine risk-neutral asset price distribution and processes. Use of the …
Strategic trading and trade reporting by corporate insiders
Regulations in the pre-Sarbanes-Oxley era allowed corporate insiders considerable
flexibility in strategically timing their trades and SEC filings, for example, by executing …
flexibility in strategically timing their trades and SEC filings, for example, by executing …
非法內線交易行為之研究
詹淑惠, 詹淑惠 - 2018 - nccur.lib.nccu.edu.tw
本文結合台灣證券交易所日內交易資料與內線交易刑事裁判書, 詳細比對出內線交易者的交易與
下單資料, 以台灣上市公司1993 年至2006 年因內線交易遭起訴的案件為研究對象 …
下單資料, 以台灣上市公司1993 年至2006 年因內線交易遭起訴的案件為研究對象 …
Form 4 electronic submissions and the Thomson Reuters insider filing data feed: Discrepancies and their impact on research
J Sidgman - Journal of Information Systems, 2015 - publications.aaahq.org
This paper examines discrepancies between the electronic Form 4 and Thomson Reuters'
Insider Filing Data Feed. The analysis shows differences in a small number of trades. The …
Insider Filing Data Feed. The analysis shows differences in a small number of trades. The …
An Empirical Analysis of Patterns in, and the Informativeness of, Director Trading in the UK
B Nassar - 2014 - bura.brunel.ac.uk
The key objective of this research is to examine various issues relating to trades of UK
directors (insiders') in their company shares. Specifically, we examine the general patterns …
directors (insiders') in their company shares. Specifically, we examine the general patterns …
Intraday effects around directors' dealings: disclosures in Germany and the United Kingdom
K Dardas - The Journal of Trading, 2012 - papers.ssrn.com
This article analyzes intraday stock price and trading volume reactions to directors' dealings
announcements in Germany and the United Kingdom from January 2007 to June 2010. The …
announcements in Germany and the United Kingdom from January 2007 to June 2010. The …