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Insider Trading and the Bid-Ask Spread

Citations

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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. repec:vuw:vuwscr:19073 is not listed on IDEAS
  3. Gilbert, Aaron & Frijns, Bart & Tourani, Alireza-Rad, 2007. "Elements of Effective Insider Trading Laws," Working Paper Series 3973, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  4. Jiang, Christine & McInish, Thomas & Upson, James, 2009. "The information content of trading halts," Journal of Financial Markets, Elsevier, vol. 12(4), pages 703-726, November.
  5. 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.
  6. José M. Marín & Antoni Sureda-Gomila, 2006. "Firms vs. insiders as traders of last resort," Economics Working Papers 999, Department of Economics and Business, Universitat Pompeu Fabra.
  7. Malay Dey & B. Radhakrishna, 2015. "Informed trading, institutional trading, and spread," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 288-307, April.
  8. Charoenwong, Charlie & Ding, David K. & Siraprapasiri, Vasan, 2011. "Adverse selection and corporate governance," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 406-420, June.
  9. Aktas, Nihat & de Bodt, Eric & Van Oppens, Hervé, 2008. "Legal insider trading and market efficiency," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1379-1392, July.
  10. A. Can Inci & Biao Lu & H. Nejat Seyhun, 2010. "Intraday Behavior of Stock Prices and Trades around Insider Trading," Financial Management, Financial Management Association International, vol. 39(1), pages 323-363, March.
  11. 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.
  12. Acharya, Viral V. & Johnson, Timothy C., 2007. "Insider trading in credit derivatives," Journal of Financial Economics, Elsevier, vol. 84(1), pages 110-141, April.
  13. Chun-Teck Lye & Tuan-Hock Ng & Kwee-Pheng Lim & Chin-Yee Gan, 2020. "Investor protection and market reaction to unusual market activity replies," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 16(8), pages 2034-2069, July.
  14. Lee, Jieun & Chung, Kee H., 2018. "Foreign ownership and stock market liquidity," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 311-325.
  15. Kim, Jinyong & Kim, Yongsik, 2019. "Transitory prices, resiliency, and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 243-256.
  16. Joseph Golec, 2007. "Are the Insider Trades of a Large Institutional Investor Informed?," The Financial Review, Eastern Finance Association, vol. 42(2), pages 161-190, May.
  17. 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).
  18. Qin Wang & Hsiao-Fen Yang, 2015. "Earnings announcements, trading volume, and price discovery: evidence from dual class firms," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 669-700, May.
  19. 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.
  20. 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.
  21. Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Do prices reveal the presence of informed trading?," NBER Working Papers 18452, National Bureau of Economic Research, Inc.
  22. Marcin Wojtowicz, 2014. "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers 14-138/IV/ DSF82, Tinbergen Institute.
  23. Paulo Pereira Silva & Isabel Vieira, 2022. "On the Effects of Capital Markets’ Regulation on Price Informativeness: an Assessment of EU Market Abuse Directive," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(2), pages 125-157, June.
  24. Bazrafshan, Ebrahim & Marcus, Alan J. & Tehranian, Hassan, 2021. "CEOs versus the board: Implications of strained relations for stock liquidity," Global Finance Journal, Elsevier, vol. 48(C).
  25. Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Babalos, Vassilios & Wohar, Mark E., 2021. "Day-of-the-week effect and spread determinants: Some international evidence from equity markets," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 268-288.
  26. Manjit Kaur Sidhu & Parmjit Kaur, 2019. "Effect of corporate governance on stock market liquidity: empirical evidence from Indian companies," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 46(3), pages 197-218, September.
  27. Gilbert, Aaron & Frijns, Bart & Tourani, Alireza-Rad, 2007. "Elements of Effective Insider Trading Laws," Working Paper Series 19073, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  28. Cheng, Louis & Firth, Michael & Leung, T.Y. & Rui, Oliver, 2006. "The effects of insider trading on liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 14(5), pages 467-483, November.
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