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Strong-form efficiency with monopolistic insiders
Minh-Chau; Vayanos, Dimitri - In: The review of financial studies 21 (2008) 5, pp. 2275-2306
Persistent link: https://www.econbiz.de/10003765200
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A model and empirical test of the strong form efficiency of US capital markets : more evidence of insider trading profitability
Kara, Ahmet - In: Applied financial economics 8 (1998) 3, pp. 211-220
Persistent link: https://www.econbiz.de/10001244172
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Illegal insider trading, mergers, and market efficiency
O'Brien, Stephen J. - 1995
Persistent link: https://www.econbiz.de/10000962474
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Are banks market timers or market makers? : Explaining foreign exchange trading profits
Ammer, John - In: Journal of international financial markets, … 7 (1997) 1, pp. 43-60
Persistent link: https://www.econbiz.de/10001230300
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Insider-Handel, Informationsproduktion und Kapitalmarkt : eine institutionenökonomische Analyse
Weber, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10013354054
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Insider and liquidity trading in stock and options markets
Biais, Bruno - In: The review of financial studies 7 (1994) 4, pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
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Insider trading in the bond market : evidence from loan sale events
Massa, Massimo; Schmidt, Daniel - 2015
Persistent link: https://www.econbiz.de/10010509485
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Insider and liquidity trading in stock and options markets
Biais, Bruno; Hillion, Pierre Henri - In: New research in financial markets, (pp. 113-147). 2001
Persistent link: https://www.econbiz.de/10001674482
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Corporate governance and informed trading
Jackson, David; Dutta, Shantanu; Nitani, Miwako - In: International journal of managerial finance : IJMF 4 (2008) 4, pp. 295-322
Persistent link: https://www.econbiz.de/10003933756