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Aggregate Insider Trading and Stock Market Volatility in the UK
Caporale, Guglielmo Maria; Kyriacou, Kyriacos; … - 2023
This paper examines the relationship between aggregate insider trading (AIT) and stock market volatility using monthly data on insider transactions by UK executives in public limited companies for the period January 2002 - December 2020. More specifically, a Vector Autoregression (VAR) model is...
Persistent link: https://www.econbiz.de/10014347820
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Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria; Kyriacou, Kyriacos; … - In: Journal of international financial markets, … 89 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
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Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria; Kyriacou, Kyriacos; … - 2023
This paper examines the relationship between aggregate insider trading (AIT) and stock market volatility using monthly data on insider transactions by UK executives in public limited companies for the period January 2002 - December 2020. More specifically, a Vector Autoregression (VAR) model is...
Persistent link: https://www.econbiz.de/10014304456
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Modelling the US economy
Caporale, Guglielmo Maria (contributor) - 1997
Persistent link: https://www.econbiz.de/10000956139
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Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria; Pittis, Nikitas; … - 1997
Persistent link: https://www.econbiz.de/10000962390
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Aggregate money demand functions in five industrial countries : are they cointegrated?
Caporale, Guglielmo Maria (contributor) - 1997
Persistent link: https://www.econbiz.de/10000964959
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Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978635
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Evaluating the gains to cooperation in the G-3
Caporale, Guglielmo Maria (contributor) - 1997
Persistent link: https://www.econbiz.de/10000971968
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Fiscal consolidation : an exercise in the methodology of coordination
Caporale, Guglielmo Maria (contributor) - 1997
Persistent link: https://www.econbiz.de/10000974315
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Coordination and price shocks : an empirical analysis
Caporale, Guglielmo Maria (contributor) - 1997
Persistent link: https://www.econbiz.de/10000974807