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Asymmetric effects of informed trading on the cost of equity capital

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 62 (2016) 9, pp. 2460-2480

Persistent link: https://www.econbiz.de/10011577121

High-frequency measures of informed trading and corporate announcements

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: The review of financial studies 31 (2018) 6, pp. 2326-2376

Persistent link: https://www.econbiz.de/10011926626

Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities

Han, Seung-Oh; Huh, Sahn-Wook; Park, Jeayoung - In: Journal of empirical finance 70 (2023), pp. 276-307

Persistent link: https://www.econbiz.de/10014423707

Competitors' Innovation and Informed Trading : Evidence from Weekly Patent Announcements

Gao, Zhenyu - 2020

By constructing high-frequency measures of informed trading and news about technological competition, we provide evidence that the news about a firm's disadvantage in competition leads to informed selling. Such a pattern is weaker among firms in the industries with faster technology obsolescence...

Persistent link: https://www.econbiz.de/10012854870

High-Frequency Measures of Informed Trading and Corporate Announcements

Brennan, Michael J. - 2017

We study informed trading around announcements of merger bids (M&AD) and quarterly earnings (EAD). Extending the EKOP (1996) approach, we compute the daily posterior probabilities of informed trading on good and bad news. We find evidence of informed trading before and after M&AD and EAD. A...

Persistent link: https://www.econbiz.de/10012972038

Frequent stock repurchases, false signaling and corporate governance : evidence from Korea

Han, Seung Hun; Lee, Bong-soo; Song, Minji - In: Corporate governance : an international review 22 (2014) 6, pp. 482-500

Persistent link: https://www.econbiz.de/10010517317

Informed repurchases, information asymmetry and the market response to open market share repurchases

Lee, Bong-soo; Mauck, Nathan - In: Review of Pacific Basin financial markets and policies 21 (2018) 3, pp. 1-32

Persistent link: https://www.econbiz.de/10011911896

Information content of dividends and share repurchases

Ha, Inbong; Hong, Gwangheon; Lee, Bong-soo - In: Asia-Pacific journal of financial studies 40 (2011) 4, pp. 517-549

Persistent link: https://www.econbiz.de/10009388563

Investor perceptions of earnings processes and post-announcement drifts

Lee, Bong-soo; Rui, Oliver Meng - In: Asia-Pacific journal of financial studies 40 (2011) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10009388598

Dividend initiations, increases and idiosyncratic volatility

Lee, Bong-soo; Mauck, Nathan - In: The journal of corporate finance : contracting, … 40 (2016), pp. 47-60

Persistent link: https://www.econbiz.de/10011595820