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Does Insider Trading Density Convey Information to Predict Future Stock Returns? Evidence from China
WANG, Congcong; WANG, Zhenxiao; bai, yang - 2023
We analyze the relationship between insider trading density and the future stock returns in Chinese listed companies. We introduce a new aspect of the trading pattern, insider trading density, to investigate the information advantage held by insiders. Insiders who trade at a low density during...
Persistent link: https://www.econbiz.de/10014256808
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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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Predictive accuracy of experimental asset markets
Schmidt, Carsten - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001785058
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Predicting liquidity of BSE by using ARIMA model
Jaiswal, Isha - In: Journal of commerce & business studies 2 (2015) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10011492652
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Should stock market return forecasts be conditioned on politics?
Powell, John Gregory; Qian, Meifen; Shi, Jing; Zhu, Qiaoqiao - In: Australian journal of management 40 (2015) 4, pp. 672-700
Persistent link: https://www.econbiz.de/10011479079
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Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020
Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...
Persistent link: https://www.econbiz.de/10012404549