Firms vs. insiders as traders of last resort
Year of publication: |
2007-10-28
|
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Authors: | Marín, José M. ; Sureda-Gomila, Antoni |
Institutions: | Instituto de Ciencias Sociales, Instituto Madrileño de Estudios Avanzados (IMDEA) |
Subject: | insider trading | liquidity | short-horizon variance | autocorrelation | skewness |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2007-21 |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G18 - Government Policy and Regulation |
Source: |
-
Firms vs. insiders as traders of last resort
Marín, José M., (2006)
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Informed Trading and Price Discovery before Corporate Events
Baruch, Shmuel, (2016)
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Private Information behind Insider Trades : Evidence from Cross Section and Time Series
Chi, Yeguang, (2020)
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Performance evaluation in competitive REE models
Colla, Paolo, (2010)
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The use of derivatives in the spanish mutual fund industry
Marín, José M., (2007)
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Price support in the stock market
Golez, Benjamin, (2010)
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