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Auction prices and asset allocations of the electronic equity trading system Xetra
Xihao, Li; Wenzelburger, Jan - 2005
Persistent link: https://www.econbiz.de/10003387231
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Directors' dealings, market efficiency, and strategic insider trading in the German stock market
Dickgießer, Carl Philipp Sebastian - 2010
Persistent link: https://www.econbiz.de/10008749985
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The impact of regulatory change on insider trading profitability: some early evidence from New Zealand
Gilbert, Aaron; Tourani-Rad, Alireza; Wisniewski, … - In: Corporate governance : a global perspective, (pp. 109-126). 2005
Persistent link: https://www.econbiz.de/10003242832
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Reexamination of the link between insider trading and price efficiency
Wisniewski, Tomasz P. - In: Economic systems 28 (2004) 2, pp. 209-228
Persistent link: https://www.econbiz.de/10002173408
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The impact of regulatory change on insider trading profitability : some early evidence from New Zealand
Gilbert, Aaron; Tourani Rad, Alireza; Wisniewski, … - 2004
Persistent link: https://www.econbiz.de/10002464174
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Insiders and the law: the impact of regulatory change on insider trading
Gilbert, Aaron; Tourani Rad, Alireza; Wisniewski, … - 2004
Persistent link: https://www.econbiz.de/10002456630
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Marktbeeinflussung durch Analystenempfehlungen: eine empirische Studie
Gerke, Wolfgang; Oerke, Marc - In: Finanzierungen, (pp. 187-200). 1998
Persistent link: https://www.econbiz.de/10001426702
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Reexamination of the link between insider trading and price efficiency
Wisniewski, Tomasz Piotr - 2003
Persistent link: https://www.econbiz.de/10001782332
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Can Implied Volatility Comovements Capture More Than Volatility Risk? Evidence from Insider Trades and Aggregate Equity Returns
Bushman, Robert M. - 2019
The prevailing view of implied volatility comovements, IVC, defined as the correlation between a firm's implied volatility and the market's implied volatility, is that they indicate the presence of systematic volatility risk to the firm's investors. We take a different stance and conjecture that...
Persistent link: https://www.econbiz.de/10012900702