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An exploration in the limits of manipulative insider trading

Basu, Santonu - 1993

Persistent link: https://www.econbiz.de/10000874790

Profitability of insider trades in extremely volatile markets : evidence from the stock market crash and recovery of 2000 - 2003

Gangopadhyay, Partha; Yook, Ken C.; Sarwar, Ghulam - In: Quarterly journal of finance & accounting : QJFA 48 (2009) 2, pp. 45-61

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Insider trading and firm-specific return volatility

Gangopadhyay, Partha; Yook, Ken C.; Shin, Yoon S. - In: Review of quantitative finance and accounting 43 (2014) 1, pp. 1-19

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Are insider trading profits due to contrarian trading or private information?

Gangopadhyay, Partha; Yook, Ken C. - In: Quarterly journal of finance & accounting : QJFA 53 (2015) 3/4, pp. 1-38

Persistent link: https://www.econbiz.de/10011449680

Profits to opportunistic insider trading before and after the Dodd-Frank Act of 2010

Gangopadhyay, Partha; Yook, Ken C. - In: Journal of financial regulation and compliance 30 (2022) 1, pp. 43-59

Persistent link: https://www.econbiz.de/10012798094

Bank bailouts and corporate insider trading during the financial crisis of 2007-2009

Gangopadhyay, Partha; Yook, Ken C.; Haley, Joseph Donald - In: Review of quantitative finance and accounting 52 (2019) 1, pp. 35-83

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Insider trading profits before and after the Dodd-Frank Wall Street reform and consumer protection act of 2010

Gangopadhyay, Partha; Yook, Ken C. - In: Quarterly journal of finance & accounting : QJFA 60 (2022) 1/2, pp. 29-64

Persistent link: https://www.econbiz.de/10013435177

Did insurance company insiders anticipate the 2007-2009 financial crisis and recovery after government intervention? : evidence from insider trades

Gangopadhyay, Partha; Yook, Ken C.; Hudson, William C. - In: The journal of insurance issues : official journal of … 45 (2022) 2, pp. 26-57

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Insider trading and firm-specific return volatility

Gangopadhyay, Partha; Yook, Ken; Shin, Yoon - In: Review of Quantitative Finance and Accounting 43 (2014) 1, pp. 1-19

Roll (J Financ 43:541–566, <CitationRef CitationID="CR42">1988</CitationRef>) argues that firm-specific stock return volatility may result either from informed trading or from noise trading that is unrelated to information. In this paper we provide evidence that insider purchases are inversely related to the idiosyncratic volatility of...</citationref>

Persistent link: https://www.econbiz.de/10010989643