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Aaron Gilbert

Personal Details

First Name:Aaron
Middle Name:
Last Name:Gilbert
Suffix:
RePEc Short-ID:pgi190
[This author has chosen not to make the email address public]

Affiliation

Department of Finance
Faculty of Business, Economics and Law
Auckland University of Technology

Auckland, New Zealand
https://www.aut.ac.nz/profiles/business/finance
RePEc:edi:dfautnz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Thorsten Lehnert & Bart Frijn & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Cultural Values, CEO Risk Aversion and Corporate Takeovers," LSF Research Working Paper Series 11-01, Luxembourg School of Finance, University of Luxembourg.
  2. Gilbert, Aaron & Tourani Rad, Alireza & Wisniewski, Tomasz Piotr, 2005. "The relationship between insider trading and volume-induced return autocorrelation," Working Paper Series 2005,9, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    repec:vuw:vuwcsr:3860 is not listed on IDEAS
    repec:vuw:vuwcsr:3973 is not listed on IDEAS

Articles

  1. Frijns, Bart & Gilbert, Aaron & Lehnert, Thorsten & Tourani-Rad, Alireza, 2013. "Uncertainty avoidance, risk tolerance and corporate takeover decisions," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2457-2471.
  2. Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad, 2013. "Do Criminal Sanctions Deter Insider Trading?," The Financial Review, Eastern Finance Association, vol. 48(2), pages 205-232, May.
  3. Bart Frijns & Aaron Gilbert & Remco C.J. Zwinkels, 2013. "Market timing ability and mutual funds: a heterogeneous agent approach," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1613-1620, October.
  4. Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Heterogeneity and sentiment in the stock market," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 140-151.
  5. Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2010. "The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 498-508, March.
  6. Bart Frijns & Aaron Gilbert & Alireza Tourani‐Rad, 2008. "Insider Trading, Regulation, And The Components Of The Bid–Ask Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 31(3), pages 225-246, September.
  7. Aaron Gilbert & Alireza Tourani-Rad, 2008. "The Impact of Regulations on the Informational Basis of Insider Trading," Australian Journal of Management, Australian School of Business, vol. 33(2), pages 407-435, December.
  8. Gilbert, Aaron & Tourani-Rad, Alireza & Wisniewski, Tomasz Piotr, 2006. "Do insiders crowd out analysts?," Finance Research Letters, Elsevier, vol. 3(1), pages 40-48, March.
  9. Etebari, Ahmad & Tourani-Rad, Alireza & Gilbert, Aaron, 2004. "Disclosure regulation and the profitability of insider trading: Evidence from New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 479-502, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Thorsten Lehnert & Bart Frijn & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Cultural Values, CEO Risk Aversion and Corporate Takeovers," LSF Research Working Paper Series 11-01, Luxembourg School of Finance, University of Luxembourg.

    Cited by:

    1. Roxana Mihet, 2013. "Effects of culture on firm risk-taking: a cross-country and cross-industry analysis," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 37(1), pages 109-151, February.
    2. Anna Shostya & Moshe Banai, 2017. "Cultural and Institutional Antecedents of Country Risk," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 45(3), pages 351-364, September.

  2. Gilbert, Aaron & Tourani Rad, Alireza & Wisniewski, Tomasz Piotr, 2005. "The relationship between insider trading and volume-induced return autocorrelation," Working Paper Series 2005,9, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.

    Cited by:

    1. Badunenko, Oleg & Fritsch, Michael & Stephan, Andreas, 2006. "Allocative efficiency measurement revisited: do we really need input prices?," Freiberg Working Papers 2006/04, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
    2. Vigenina, Denitsa & Kritikos, Alexander S., 2005. "The individual micro-lending contract: Is it a better design than joint-liability? - Evidence from Georgia," Working Paper Series 2005,10, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    3. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Political Orientation of Government and Stock Market Returns," Working Paper Series 2006,9, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    4. Kozhan, Roman, 2006. "Multiple Priors And No-Transaction Region," Working Paper Series 2006,4, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.

Articles

  1. Frijns, Bart & Gilbert, Aaron & Lehnert, Thorsten & Tourani-Rad, Alireza, 2013. "Uncertainty avoidance, risk tolerance and corporate takeover decisions," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2457-2471.

    Cited by:

    1. Breuer, Wolfgang & Ghufran, Bushra & Salzmann, Astrid Juliane, 2018. "National culture, managerial preferences, and takeover performance," International Business Review, Elsevier, vol. 27(6), pages 1270-1289.
    2. Pascal Gantenbein & Axel Kind & Christophe Volonté, 2019. "Individualism and Venture Capital: A Cross-Country Study," Management International Review, Springer, vol. 59(5), pages 741-777, October.
    3. Bianchi, Nicola & Carretta, Alessandro & Farina, Vincenzo & Fiordelisi, Franco, 2021. "Does espoused risk culture pay? Evidence from European banks," Journal of Banking & Finance, Elsevier, vol. 122(C).
    4. Tim Schmitz & Ingo Hoffmann, 2020. "Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors," Papers 2006.06237, arXiv.org, revised Aug 2020.
    5. Zhang, Yun & Weng, Qingxiong & Zhu, Nan, 2018. "The relationships between electronic banking adoption and its antecedents: A meta-analytic study of the role of national culture," International Journal of Information Management, Elsevier, vol. 40(C), pages 76-87.
    6. Papanastasopoulos, Georgios A. & Tsiritakis, Emmanuel, 2015. "The accrual anomaly in Europe: The role of accounting distortions," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 176-185.
    7. Haq, Mamiza & Hu, Daniel & Faff, Robert & Pathan, Shams, 2018. "New evidence on national culture and bank capital structure," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 41-64.
    8. Farida Akhtar, 2017. "Conditional returns to shareholders of bidding firms: an Australian study," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 3-43, April.
    9. Koerniadi, Hardjo & Krishnamurti, Chandrasekhar & Tourani-Rad, Alireza, 2015. "Cross-border mergers and acquisitions and default risk," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 336-348.
    10. Galil, Koresh & Varon, Eva, 2024. "National culture and banks stock volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    11. Frijns, Bart & Dodd, Olga & Cimerova, Helena, 2016. "The impact of cultural diversity in corporate boards on firm performance," Journal of Corporate Finance, Elsevier, vol. 41(C), pages 521-541.
    12. Olga Dodd & Bart Frijns & Aaron Gilbert, 2015. "On the Role of Cultural Distance in the Decision to Cross†List," European Financial Management, European Financial Management Association, vol. 21(4), pages 706-741, September.
    13. K. Skylar Powell & Eunah Lim & Hidenori Takahashi, 2023. "Chasing ‘Animal spirits’: business expectations, performance feedback, and advertising intensity in Japanese firms," Asian Business & Management, Palgrave Macmillan, vol. 22(3), pages 1035-1064, July.
    14. Leung, Henry & Tse, Jeffrey & Westerholm, P. Joakim, 2019. "CEO traders and corporate acquisitions," Journal of Corporate Finance, Elsevier, vol. 54(C), pages 107-127.
    15. Pi, Tianlei & Yang, Xiaobing, 2023. "Board culture and bank innovation: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 732-755.
    16. Fernandez-Perez, Adrian & Gilbert, Aaron & Indriawan, Ivan & Nguyen, Nhut H., 2021. "COVID-19 pandemic and stock market response: A culture effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    17. Hertel, Tobias & Kaya, Devrimi & Reichmann, Doron, 2024. "Corporate culture and M&A deals: Using text from crowdsourced employer reviews to measure cultural differences," Journal of Banking & Finance, Elsevier, vol. 161(C).
    18. Haifeng Hu & Minjing Qi, 2022. "New Evidence on National Culture and Corporate Financing: Does Institutional Quality Matter?," Sustainability, MDPI, vol. 14(19), pages 1-24, October.
    19. Reza Tajaddini & Hassan F. Gholipour, 2017. "National Culture and Default on Mortgages," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 107-133, March.
    20. Goodell, John W., 2019. "Comparing normative institutionalism with intended rationality in cultural-finance research," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 124-134.
    21. Cui, Xin & Wang, Chunfeng & Liao, Jing & Fang, Zhenming & Cheng, Feiyang, 2021. "Economic policy uncertainty exposure and corporate innovation investment: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    22. Ikeda, Naoshi & Inoue, Kotaro & Sugitani, Shoji, 2021. "Managerial optimism and corporate investment behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    23. Wolfgang Breuer & Bushra Ghufran & Astrid Juliane Salzmann, 2020. "Investors' time preferences and takeover performance," Post-Print hal-02508909, HAL.
    24. Xia, Changyuan & Yang, Junjie & Yang, Zeng & Chan, Kam C., 2023. "Do directors with foreign experience increase the corporate demand for directors' and officers' liability insurance? Evidence from China," Economic Modelling, Elsevier, vol. 119(C).
    25. Lievenbrück, Martin & Schmid, Thomas, 2014. "Why do firms (not) hedge? — Novel evidence on cultural influence," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 92-106.
    26. Xin Cui & Shouyu Yao & Zhenming Fang & Hua Wang, 2021. "Economic policy uncertainty exposure and earnings management: evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 3937-3976, September.
    27. Tsalavoutas, Ioannis & Tsoligkas, Fanis, 2021. "Uncertainty avoidance and stock price informativeness of future earnings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    28. Rama Krishna Reddy & Frances Fabian, 2020. "Information Asymmetry and Host Country Institutions in Cross-Border Acquisitions," Management International Review, Springer, vol. 60(6), pages 909-938, December.
    29. Frijns, Bart & Hubers, Frank & Kim, Donghoon & Roh, Tai-Yong & Xu, Yahua, 2022. "National culture and corporate risk-taking around the world," Global Finance Journal, Elsevier, vol. 52(C).
    30. Al-Adwan, Ahmad Samed & Al-Debei, Mutaz M. & Dwivedi, Yogesh K., 2022. "E-commerce in high uncertainty avoidance cultures: The driving forces of repurchase and word-of-mouth intentions," Technology in Society, Elsevier, vol. 71(C).
    31. Bremer, Marc & Hoshi, Akio & Inoue, Kotaro & Suzuki, Kazunori, 2017. "Uncertainty avoiding behavior and cross-border acquisitions in the Asia-Pacific region," Japan and the World Economy, Elsevier, vol. 41(C), pages 99-112.
    32. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine," Research in International Business and Finance, Elsevier, vol. 65(C).
    33. Bate Adisu Fanta, 2022. "The Nexus between Uncertainty Avoidance Culture and Risk-taking Behaviour in Entrepreneurial Firms’ Decision Making," Journal of Intercultural Management, Sciendo, vol. 14(1), pages 104-132, March.
    34. Li, Changhong & Li, Jialong & Liu, Mingzhi & Wang, Yuan & Wu, Zhenyu, 2017. "Anti-misconduct policies, corporate governance and capital market responses: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 47-60.
    35. Wu, Weixing & Zhao, Jing, 2022. "Economic policy uncertainty and household consumption: Evidence from Chinese households," Journal of Asian Economics, Elsevier, vol. 79(C).
    36. Yulia Plaksina & Liam Gallagher & Michael Dowling, 2019. "CEO social status and M&A decision making," Post-Print hal-02194497, HAL.
    37. Maung, Min & Wilson, Craig & Yu, Weisu, 2020. "Does reputation risk matter? Evidence from cross-border mergers and acquisitions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
    38. Lindner, Thomas & Puck, Jonas & Stocco, Giulia, 2023. "Asymmetric risk perception and firm financing in the institutional envelope," International Business Review, Elsevier, vol. 32(3).
    39. Marc BREMER & HOSHI Akio & INOUE Kotaro & SUZUKI Kazunori, 2015. "Uncertainty Avoiding Behavior and Cross-border Acquisitions," Discussion papers 15033, Research Institute of Economy, Trade and Industry (RIETI).
    40. Anh Le & Xiangkang Yin & Jing Zhao, 2022. "The Capitalization Effect of Imputation Credits on Expected Stock Returns," Abacus, Accounting Foundation, University of Sydney, vol. 58(3), pages 523-566, September.
    41. Bradrania, Reza & Westerholm, P. Joakim & Yeoh, James, 2016. "Do CEOs who trade shares adopt more aggressive corporate investment strategies?," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 349-366.
    42. Lee, Chien-Chiang & Wang, Chih-Wei & Ho, Shan-Ju, 2022. "The dimension of green economy: Culture viewpoint," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 122-138.
    43. Rieger, Marc Oliver, 2022. "Uncertainty avoidance, loss aversion and stock market participation," Global Finance Journal, Elsevier, vol. 53(C).
    44. Goodell, John W. & Kumar, Satish & Lahmar, Oumaima & Pandey, Nitesh, 2023. "A bibliometric analysis of cultural finance," International Review of Financial Analysis, Elsevier, vol. 85(C).
    45. French, Joseph J. & French, Atchaporn & Li, Wei-Xuan, 2015. "The relationship among cultural dimensions, education expenditure, and PISA performance," International Journal of Educational Development, Elsevier, vol. 42(C), pages 25-34.
    46. Abbasi, Kaleemullah & Alam, Ashraful & Du, Min (Anna) & Huynh, Toan Luu Duc, 2021. "FinTech, SME efficiency and national culture: Evidence from OECD countries," Technological Forecasting and Social Change, Elsevier, vol. 163(C).
    47. Ye, Dezhu & Deng, Jie & Liu, Yi & Szewczyk, Samuel H. & Chen, Xiao, 2019. "Does board gender diversity increase dividend payouts? Analysis of global evidence," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 1-26.
    48. Xie, Yuxin & Hwang, Soosung & Pantelous, Athanasios A., 2018. "Loss aversion around the world: Empirical evidence from pension funds," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 52-62.
    49. Emre Yýldýrým & Yusuf Arslan & Merve Türkmen Barutçu, 2016. "The Role Of Uncertainty Avoidance And Indulgence As Cultural Dimensions On Online Shopping Expenditure," Eurasian Business & Economics Journal, Eurasian Academy Of Sciences, vol. 4(4), pages 42-51, January.
    50. DiRienzo Cassandra E. & Das Jayoti, 2020. "Illicit Trade and Hofstede’s Cultural Dimensions," Economics and Culture, Sciendo, vol. 17(2), pages 63-74, December.
    51. Kolokolova, Olga & Le Courtois, Olivier & Xu, Xia, 2022. "Is the index efficient? A worldwide tour with stochastic dominance," Journal of Financial Markets, Elsevier, vol. 59(PB).
    52. Mengyao Kang, 2022. "Credit rating downgrade risk and acquisition decisions," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(5-6), pages 1011-1073, May.
    53. Kim, Gyu Hyun & Kim, Hoffmann, 2022. "Non-fundamental home bias in international equity markets," International Economics, Elsevier, vol. 170(C), pages 213-234.
    54. Cardella, Eric & Kalcheva, Ivalina & Shang, Danjue, 2018. "Financial markets and genetic variation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 64-89.
    55. Javakhadze, David & Ferris, Stephen P. & Sen, Nilanjan, 2014. "An international analysis of dividend smoothing," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 200-220.
    56. Breuer, Wolfgang & Ghufran, Bushra & Salzmann, Astrid Juliane, 2020. "Investors' time preferences and takeover performance," International Review of Financial Analysis, Elsevier, vol. 67(C).
    57. Czerwonka Monika, 2017. "Anchoring and Overconfidence: The Influence of Culture and Cognitive Abilities," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(3), pages 48-66, September.
    58. Maung, Min & Tang, Zhenyang & Wilson, Craig & Xu, Xiaowei, 2021. "Religion, risk aversion, and cross border mergers and acquisitions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).

  2. Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad, 2013. "Do Criminal Sanctions Deter Insider Trading?," The Financial Review, Eastern Finance Association, vol. 48(2), pages 205-232, May.

    Cited by:

    1. Mai, Nhat Chi, 2020. "Essays on the Vietnam Stock Market," OSF Preprints 3uaqt, Center for Open Science.
    2. Ojah, Kalu & Muhanji, Stella & Kodongo, Odongo, 2020. "Insider trading laws and price informativeness in emerging stock markets: The South African case," Emerging Markets Review, Elsevier, vol. 43(C).
    3. Chen, Rong & Geng, Heng (Griffin) & Lin, Hai & Nguyen, Phuong Thi Ly, 2021. "Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).

  3. Bart Frijns & Aaron Gilbert & Remco C.J. Zwinkels, 2013. "Market timing ability and mutual funds: a heterogeneous agent approach," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1613-1620, October.

    Cited by:

    1. Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers 18/006, African Finance and Economic Association (AFEA).
    2. Blake LeBaron, 2021. "Microconsistency in Simple Empirical Agent-Based Financial Models," Computational Economics, Springer;Society for Computational Economics, vol. 58(1), pages 83-101, June.
    3. Ruzita Abdul Rahim & Ling Pick Soon & Rasidah Mohd Rashid, 2019. "Performance of Local Versus International Focus Malaysian-based Mutual Funds," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 15(2), pages 53-75.
    4. Saskia ter Ellen & Willem F. C. Verschoor, 2018. "Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence," Dynamic Modeling and Econometrics in Economics and Finance, in: Fredj Jawadi (ed.), Uncertainty, Expectations and Asset Price Dynamics, pages 53-79, Springer.
    5. Petros Messis & Antonis Alexandridis & Achilleas Zapranis, 2021. "Testing and comparing conditional risk‐return relationship with a new approach in the cross‐sectional framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 218-240, January.
    6. Pankaj K. Agarwal & H. K. Pradhan, 2018. "Mutual Fund Performance Using Unconditional Multifactor Models: Evidence from India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 157-184, August.

  4. Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2010. "The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 498-508, March.

    Cited by:

    1. Qadan, Mahmoud, 2018. "Switches in price discovery: Are U.S. traders more qualified in making valuations?," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 221-234.
    2. Mehdi Arzandeh & Julieta Frank, 2019. "Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid-Ask Spread?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(5), pages 1482-1498.
    3. Chen, Yu-Lun & Gau, Yin-Feng, 2014. "Asymmetric responses of ask and bid quotes to information in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 194-204.
    4. Dang, Tam Hoang-Nhat & Balli, Faruk & Balli, Hatice Ozer & Nguyen, Hannah, 2024. "Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing," Energy Economics, Elsevier, vol. 130(C).
    5. Henk Berkman & Carole Comerton‐Forde, 2011. "Market microstructure: A review from down under," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(1), pages 50-78, March.
    6. Shrestha, Keshab & Philip, Sheena & Peranginangin, Yessy, 2020. "Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process," American Business Review, Pompea College of Business, University of New Haven, vol. 23(2), pages 393-407, November.
    7. Ghadhab, Imen & Hellara, Slaheddine, 2016. "Price discovery of cross-listed firms," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 177-188.
    8. Ghadhab, Imen & M’rad, Mouna, 2018. "Does US cross-listing come with incremental benefit for already UK cross-listed firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 188-204.
    9. Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2018. "The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 136-152.
    10. Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan & Westerlund, Joakim, 2018. "Some preliminary evidence of price discovery in Islamic banks," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 107-122.
    11. Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2022. "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers 22-5, HEC Montreal, Canada Research Chair in Risk Management.
    12. Ghadhab, Imen & Hellara, Slaheddine, 2016. "Cross-listing and value creation," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 1-11.
    13. Corbet, Shaen & Hou, Yang & Hu, Yang & Oxley, Les, 2020. "The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry," International Review of Financial Analysis, Elsevier, vol. 72(C).
    14. Yang, Yao & Karali, Berna, 2022. "How far is too far for volatility transmission?," Journal of Commodity Markets, Elsevier, vol. 26(C).
    15. Yen Hou Ng & Hue Hwa Au Yong & Robert Faff, 2013. "The long- and short-run financial impacts of cross listing on Australian firms," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 81-98, April.
    16. Atanasova, Christina & Li, Mingxin, 2018. "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 117-138.
    17. Chen, Yu-Lun & Gau, Yin-Feng, 2010. "News announcements and price discovery in foreign exchange spot and futures markets," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1628-1636, July.
    18. Donald Lien & Ziling Wang & Xiaojian Yu, 2021. "Quantile information share under Markov regime‐switching," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(4), pages 493-513, April.
    19. Amira, Khaled & Muzere, Mark L., 2011. "Competition among stock exchanges for equity," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2355-2373, September.
    20. Jatin Malhotra & Angelo Corelli, 2021. "The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types," Risks, MDPI, vol. 9(6), pages 1-14, June.
    21. Alma Hales, 2015. "Liquidity and price discovery in Latin America: evidence from American depositary receipts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 661-678, October.
    22. Gilbert V. Nartea & Hengyu Bai & Ji Wu, 2019. "Investor Sentiment and the Economic Policy Uncertainty Premium," Working Papers in Economics 19/14, University of Canterbury, Department of Economics and Finance.
    23. Yang, Ann Shawing & Carandang, Craig Alan Uyan, 2017. "Exploring the location and price differentials of cross-listed firms for arbitrage opportunities," Finance Research Letters, Elsevier, vol. 21(C), pages 85-91.
    24. Li, Wei-Xuan & Chen, Clara Chia-Sheng & Nguyen, James, 2022. "Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange," Global Finance Journal, Elsevier, vol. 52(C).
    25. Marta Khomyn, 2020. "Essays on Modern Market Structure," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2020, January-A.
    26. Eichler, Stefan, 2011. "Exchange rate expectations and the pricing of Chinese cross-listed stocks," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 443-455, February.
    27. Arzandeh, Mehdi & Frank, Julieta, 2017. "The Information Content of the Limit Order Book," 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON 253251, Canadian Agricultural Economics Society.
    28. Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2015. "Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 35-48.
    29. Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2015. "The determinants of price discovery: Evidence from US-Canadian cross-listed shares," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 457-468.
    30. Alhaj-Yaseen, Yaseen S. & Lam, Eddery & Barkoulas, John T., 2014. "Price discovery for cross-listed firms with foreign IPOs," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 80-87.
    31. Arzandeh, Mehdi & Frank, Julieta, 2017. "Price Discovery in Agricultural Futures Markets: Should We Look Beyond the Best Bid-Ask Spread?," Annual Meeting, 2017, June 18-21, Montreal, Canada 259344, Canadian Agricultural Economics Society.
    32. Fei Su, 2018. "Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2018, January-A.
    33. Geeta Duppati & Yang (Greg) Hou & Frank Scrimgeour, 2017. "The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1389675-138, January.
    34. Jimmy Lockwood & Larry Lockwood & Sie Ting Lau, 2016. "Lost In Translation: Which Stock Prices Bear The Burden To Adjust To Exchange Rates?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(3), pages 263-290, September.
    35. Wang, Ming-Chieh, 2013. "Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1160-1174.
    36. Kao, Erin H. & Ho, Tsung-wu & Fung, Hung-Gay, 2015. "Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 321-336.
    37. Abdallah, Abed AL-Nasser & Abdallah, Wissam, 2019. "Does cross-listing in the US improve investment efficiency? Evidence from UK firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 215-231.
    38. Cepoi, Cosmin-Octavian & Anghel, Dan-Gabriel & Pop, Ionuţ Daniel, 2021. "Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks," Economic Modelling, Elsevier, vol. 98(C), pages 302-318.
    39. Kehrle, Kerstin & Peter, Franziska J., 2013. "Who moves first? An intensity-based measure for information flows across stock exchanges," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1629-1642.
    40. Qiuyuan Lei & Muhammad Umer Quddoos Attari & Mustansar Hayat & Muhammad Munir Ahmad & Abdul Haseeb & Amir Rafique, 2023. "Mapping the Themes Underlying the Literature on Cross-Listing of Shares—A Contemporary Corporate Strategy of Sustainable Growth," Sustainability, MDPI, vol. 15(12), pages 1-26, June.

  5. Bart Frijns & Aaron Gilbert & Alireza Tourani‐Rad, 2008. "Insider Trading, Regulation, And The Components Of The Bid–Ask Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 31(3), pages 225-246, September.

    Cited by:

    1. Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
    2. Yoichi Otsubo & Bruce Mizrach, 2012. "The Market Microstructure of the European Climate Exchange," LSF Research Working Paper Series 12-7, Luxembourg School of Finance, University of Luxembourg.
    3. Mehdi Moradzadehfard, 2013. "Evaluation of Management Earnings Forecast Error and Information Content of Accruals: Listed Companies in Tehran Stock Exchange," Journal of Education and Vocational Research, AMH International, vol. 4(4), pages 119-129.
    4. Tsionas, Mike G. & Merikas, Andreas G. & Merika, Anna A., 2012. "Concentrated ownership and corporate performance revisited: The case of shipping," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(4), pages 843-852.
    5. Madura, Jeff & Marciniak, Marek, 2014. "Bidder country characteristics and informed trading in U.S. targets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 256-284.
    6. Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas, 2023. "Insider trading regulation and trader migration," Journal of Financial Markets, Elsevier, vol. 66(C).
    7. Tianlun Fei & Xiaoquan Liu & Conghua Wen, 2023. "Forecasting stock return volatility: Realized volatility‐type or duration‐based estimators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1594-1621, November.
    8. Neupane, Biwesh & Thapa, Chandra & Marshall, Andrew & Neupane, Suman, 2021. "Mimicking insider trades," Journal of Corporate Finance, Elsevier, vol. 68(C).
    9. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018. "Stock market liquidity and trading activity: Is China different?," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 32-51.
    10. Tiago Loncan & Styliani Panetsidou & Angelos Synapis, 2024. "Leverage, investment and institutional environments: Evidence from emerging markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 849-866, January.
    11. Mai, Nhat Chi, 2020. "Essays on the Vietnam Stock Market," OSF Preprints 3uaqt, Center for Open Science.
    12. Truong, Cameron, 2010. "Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 18(2), pages 139-157, April.
    13. Chen, Rong & Geng, Heng (Griffin) & Lin, Hai & Nguyen, Phuong Thi Ly, 2021. "Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    14. Millicent Chang & Xiaolin Qian & Jing Yu & Yvonne See, 2017. "Does director trading change the information environment?," Australian Journal of Management, Australian School of Business, vol. 42(2), pages 205-229, May.

  6. Aaron Gilbert & Alireza Tourani-Rad, 2008. "The Impact of Regulations on the Informational Basis of Insider Trading," Australian Journal of Management, Australian School of Business, vol. 33(2), pages 407-435, December.

    Cited by:

    1. Robert E. Marks General Editor, 2008. "The Dominoes Fall: A Timeline of the Squeeze and Crash …," Australian Journal of Management, Australian School of Business, vol. 33(2), pages 0-19, December.
    2. Millicent Chang & Andrew B. Jackson & Marvin Wee, 2018. "A review of research on regulation changes in the Asia‐Pacific region," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(3), pages 635-667, September.

  7. Gilbert, Aaron & Tourani-Rad, Alireza & Wisniewski, Tomasz Piotr, 2006. "Do insiders crowd out analysts?," Finance Research Letters, Elsevier, vol. 3(1), pages 40-48, March.

    Cited by:

    1. Badunenko, Oleg & Fritsch, Michael & Stephan, Andreas, 2006. "Allocative efficiency measurement revisited: do we really need input prices?," Freiberg Working Papers 2006/04, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
    2. Sanjiv Sabherwal & Stephen D. Smith, 2008. "Concentrated Shareholders as Substitutes for Outside Analysts," Corporate Governance: An International Review, Wiley Blackwell, vol. 16(6), pages 562-577, November.
    3. Vigenina, Denitsa & Kritikos, Alexander S., 2005. "The individual micro-lending contract: Is it a better design than joint-liability? - Evidence from Georgia," Working Paper Series 2005,10, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    4. Lightfoot, Geoffrey & Wisniewski, Tomasz, 2014. "Information Asymmetry and Power in a Surveillance Society," MPRA Paper 53109, University Library of Munich, Germany.
    5. Kozhan, Roman, 2006. "Multiple Priors And No-Transaction Region," Working Paper Series 2006,4, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    6. Yekini, Liafisu Sina & Wisniewski, Tomasz Piotr & Millo, Yuval, 2016. "Market reaction to the positiveness of annual report narratives," The British Accounting Review, Elsevier, vol. 48(4), pages 415-430.

  8. Etebari, Ahmad & Tourani-Rad, Alireza & Gilbert, Aaron, 2004. "Disclosure regulation and the profitability of insider trading: Evidence from New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 479-502, November.

    Cited by:

    1. Henk Berkman & Carole Comerton‐Forde, 2011. "Market microstructure: A review from down under," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(1), pages 50-78, March.
    2. Talosaga, Talosaga & Heatley, David & Howell, Bronwyn, 2011. "Can continuous disclosure improve the performance of State-Owned Enterprises?," Working Paper Series 19189, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    3. Jiang, Haiyan & Habib, Ahsan & Hu, Baiding, 2011. "Ownership concentration, voluntary disclosures and information asymmetry in New Zealand," The British Accounting Review, Elsevier, vol. 43(1), pages 39-53.
    4. Aaron Gilbert & Alireza Tourani-Rad & Tomasz Piotr Wisniewski, 2007. "Insiders and the law: The impact of regulatory change on insider trading," Management International Review, Springer, vol. 47(5), pages 745-766, September.
    5. Gilbert, Aaron & Tourani-Rad, Alireza & Wisniewski, Tomasz Piotr, 2006. "Do insiders crowd out analysts?," Finance Research Letters, Elsevier, vol. 3(1), pages 40-48, March.
    6. Anderson, Hamish D. & Rose, Lawrence C. & Cahan, Steven F., 2006. "Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 14(4), pages 367-394, September.
    7. Godfrey, Keith R.L., 2016. "Detecting the great short squeeze on Volkswagen," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 323-334.
    8. Chirkova, Elena (Чиркова, Елена) & Petrov, Vladislav (Петров, Владислав), 2015. "The Diagnosis of the Insider Trading During the Conflict of Shareholders of “VimpelCom” in 2005-2013 [Диагностирование Инсайдерской Торговли В Период Конфликта Акционеров Оао «Вымпелком» В 2005—201," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 151-173.
    9. Aaron Gilbert & Alireza Tourani-Rad, 2008. "The Impact of Regulations on the Informational Basis of Insider Trading," Australian Journal of Management, Australian School of Business, vol. 33(2), pages 407-435, December.
    10. Foley, Sean & Kwan, Amy & McInish, Thomas H. & Philip, Richard, 2016. "Director discretion and insider trading profitability," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 28-43.
    11. Chen, Yanyan & Tian, Gary Gang & Yao, Daifei Troy, 2019. "Does regulating executive compensation impact insider trading?," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 1-20.
    12. Millicent Chang & Yilin Lim, 2016. "Late Disclosure of Insider Trades: Who Does It and Why?," Journal of Business Ethics, Springer, vol. 133(3), pages 519-531, February.
    13. Gilbert, Aaron & Tourani-Rad, Alireza & Wisniewski, Tomasz Piotr, 2005. "The Impact of the Securities Market Amendment Act 2002 on Insider Trading in New Zealand," Working Paper Series 18955, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    14. Hussmann, Helge & Fieberg, Christian, 2014. "10 Jahre Directors’ Dealings in Deutschland – Gesetzliche Regelungen, empirische Entwicklung und Forschungsstand," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 68(1), pages 47-64.
    15. Ojah, Kalu & Muhanji, Stella & Kodongo, Odongo, 2020. "Insider trading laws and price informativeness in emerging stock markets: The South African case," Emerging Markets Review, Elsevier, vol. 43(C).
    16. Franzen, Laurel & Li, Xu & Vargus, Mark E., 2013. "The effect of Sarbanes-Oxley on the timely disclosure of restricted stock trading," Research in Accounting Regulation, Elsevier, vol. 25(1), pages 47-52.
    17. Foley, Sean & Kwan, Amy & McInish, Thomas H. & Philip, Richard, 2017. "Reprint of Director discretion and insider trading profitability," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 52-67.
    18. Laurel Franzen & Xu Li & Oktay Urcan & Mark E. Vargus, 2014. "The Market Response To Insider Sales Of Restricted Stock Versus Unrestricted Stock," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 37(1), pages 99-118, February.
    19. Chang, Millicent & Watson, Iain, 2015. "Delayed disclosure of insider trades: Incentives for and indicators of future performance?," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 182-197.
    20. Millicent Chang & Andrew B. Jackson & Marvin Wee, 2018. "A review of research on regulation changes in the Asia‐Pacific region," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(3), pages 635-667, September.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2011-05-30
  2. NEP-UPT: Utility Models and Prospect Theory (1) 2011-05-30

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