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The Information Content of Sudden Insider Silence
Hong, Claire Yurong - 2018
We present evidence of investors underreacting to the absence of events in financial markets. Routine-based insiders strategically choose to be silent when they possess private information not yet reflected in stock prices. Consistent with our hypothesis, insider silence following routine sell...
Persistent link: https://www.econbiz.de/10012936679
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The information content of sudden insider silence
Hong, Claire Yurong; Li, Weikai - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1499-1538
Persistent link: https://www.econbiz.de/10012139932
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Market response to typhoons : the role of information and expectations
Yu, Chin-Hsien; McCarl, Bruce A.; Zhu, Jian-Da - In: Southern economic journal 89 (2022) 2, pp. 496-521
Persistent link: https://www.econbiz.de/10013401810
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Filtration enlargement-based time series forecast in view of insider trading
Bennett, Luke M.; Hu, Wei - In: Journal of economic surveys 37 (2023) 1, pp. 112-140
Persistent link: https://www.econbiz.de/10014287808
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Essays on empirical asset pricing and investor behavior
Westheide, Christian - 2011
Persistent link: https://www.econbiz.de/10009412402
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Dynamic modeling forecasts of equity price movements in cases of insider trading
Mallios, William S. - In: The journal of prediction markets 6 (2012) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10009567699
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Aggregate insider trading in the S&P 500 and the predictability of international equity premia
Güttler, André; Hable, Patrick; Launhardt, Patrick; … - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472682
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Selected essays in empirical asset pricing : information incorporation at the single-firm, industry and cross-industry level
Funke, Christian - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716445
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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Einsatz von Text Mining zur Prognose kurzfristiger Trends von Aktienkursen nach der Publikation von Unternehmensnachrichten
Mittermayer, Marc-André - 2006
Persistent link: https://www.econbiz.de/10003453220