Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading
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DOI: 10.1016/j.jbankfin.2016.11.027
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Citations
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Cited by:
- Jiang, Chao & Wintoki, M. Babajide & Xi, Yaoyi, 2021. "Insider trading and the legal expertise of corporate executives," Journal of Banking & Finance, Elsevier, vol. 127(C).
- Yang, Heejin & Kutan, Ali M. & Ryu, Doojin, 2019. "Volatility information trading in the index options market: An intraday analysis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 412-426.
- Caporale, Guglielmo Maria & Kyriacou, Kyriacos & Spagnolo, Nicola, 2023.
"Aggregate insider trading and stock market volatility in the UK,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2023. "Aggregate Insider Trading and Stock Market Volatility in the UK," CESifo Working Paper Series 10511, CESifo.
- Drobetz, Wolfgang & Mussbach, Emil & Westheide, Christian, 2020. "Corporate insider trading and return skewness," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Li, Xiao, 2020. "The impact of economic policy uncertainty on insider trades: A cross-country analysis," Journal of Business Research, Elsevier, vol. 119(C), pages 41-57.
- Liu, Xiaojun & Wang, Li & Dai, Yunhao, 2023. "Capital market liberalization and opportunistic insider sales: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Hu, May & Tuilautala, Mataiasi & Yang, Jingjing & Zhong, Qian, 2022. "Asymmetric information and inside management trading in the Chinese market," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Soniya Mohil & Reena Nayyar & Archana Patro, 2020. "When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(6), pages 1011-1029, June.
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Keywords
Insider trading; Stock return volatility; Option pricing; Earnings announcements;All these keywords.
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