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Idiosyncratic volatility and t...
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1
Essays on empirical asset pricing and investor behavior
Westheide, Christian
-
2011
Persistent link: https://www.econbiz.de/10009412402
Saved in:
2
Relative Idiosyncratic
Volatility
and the Timing of Corporate Insider Trading
Gider, Jasmin
-
2016
relivol which measures deviations of idiosyncratic
volatility
from a firm's normal level. Our findings indicate that relivol …
Persistent link: https://www.econbiz.de/10013005703
Saved in:
3
Essays in finance
Schilling, Dirk Christian
-
2012
Persistent link: https://www.econbiz.de/10009550835
Saved in:
4
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
5
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
6
Relative idiosyncratic
volatility
and the timing of corporate insider trading
Gider, Jasmin
;
Westheide, Christian
- In:
The journal of corporate finance : contracting, …
39
(
2016
),
pp. 312-334
Persistent link: https://www.econbiz.de/10011548654
Saved in:
7
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
Persistent link: https://www.econbiz.de/10010433502
Saved in:
8
Does insider trading raise market
volatility
?
Du, Julan
;
Wei, Shang-jin
- In:
The economic journal : the journal of the Royal …
114
(
2004
)
498
,
pp. 916-942
Persistent link: https://www.econbiz.de/10002348813
Saved in:
9
Strategic trading, asymmetric information and heterogeneous prior beliefs
Wang, F. Albert
- In:
Journal of financial markets
1
(
1998
)
3/4
,
pp. 321-352
Persistent link: https://www.econbiz.de/10001426547
Saved in:
10
Does insider trading raise market
volatility
?
Du, Julan
;
Wei, Shang-jin
-
2003
Persistent link: https://www.econbiz.de/10001760833
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