Aggregate Insider Trading and Stock Market Volatility in the UK
Year of publication: |
2023
|
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Authors: | Caporale, Guglielmo Maria ; Kyriacou, Kyriacos ; Spagnolo, Nicola |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | aggregate insider trading | stock market volatility | VAR | impulse responses |
Series: | CESifo Working Paper ; 10511 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1851555811 [GVK] hdl:10419/279261 [Handle] RePec:ces:ceswps:_10511 [RePEc] |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria, (2023)
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Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria, (2023)
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