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Liquidity consequences of lock...
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1
Does insider trading impair market
liquidity
? : Evidence from IPO lockup expirations
Cao, Charles Q.
;
Casares Field, Laura
;
Hanka, Gordon
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10001988535
Saved in:
2
Competition and opportunistic advice of financial analysts : theory and evidence
Sette, Enrico
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519997
Saved in:
3
Sectorial holdings and stock prices : the household-bank nexus
Lamas, Matías
;
Martínez-Miera, David
-
2021
Persistent link: https://www.econbiz.de/10012793127
Saved in:
4
The information contents of senior offerings that reduce junior securities
Hull, Robert M.
;
Michelson, Stuart E.
- In:
The quarterly review of economics and finance : journal …
39
(
1999
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001433931
Saved in:
5
Liquidity
difference between non-U.S. and U.S. IPOs on the NYSE listings
Kim, Jang-chul
;
Lee, Kaun Y.
;
Yi, Ha-Chin
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 365-387
Persistent link: https://www.econbiz.de/10014503070
Saved in:
6
Inferring trader behavior from transaction data : a trade count model
Jackson, David
- In:
Journal of economics and finance
31
(
2007
)
3
,
pp. 283-301
Persistent link: https://www.econbiz.de/10003691048
Saved in:
7
The rule 10b5-1 loophole : an empirical study
Robbins, Alexander P.
- In:
Review of quantitative finance and accounting
34
(
2010
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10003965077
Saved in:
8
Trading skill : evidence from trades of corporate insiders in their personal portfolios
Ben-David, Itzhak
;
Birru, Justin
;
Rossi, Andrea
-
2016
Persistent link: https://www.econbiz.de/10011457633
Saved in:
9
Insider trading in the bond market : evidence from loan sale events
Massa, Massimo
;
Schmidt, Daniel
-
2015
Persistent link: https://www.econbiz.de/10010509485
Saved in:
10
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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