Shares trading in the Bolsa mexicana de Valores do not seem to react to company news. Using a sample of Mexican corporate news announcements from the period July 1994 through June 1996, this paper finds that there is nothing unusual about returns, volatility of returns, volume of trade or...

This study examines stock price volatility effects of the insiders trading in Istanbul Stock Exchange. Our results indicate that insider trading significantly affects stock price volatility during and after the trade. Sub-sample analyses show that sell positions, the trades of the traders more...