My bibliography
Save this item
Overreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gwendolyn P. Webb, 1999. "Evidence Of Managerial Timing: The Case Of Exchange Listings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(3), pages 247-263, September.
- William N. Goetzmann & Dasol Kim, 2018.
"Negative bubbles: What happens after a crash,"
European Financial Management, European Financial Management Association, vol. 24(2), pages 171-191, March.
- William N. Goetzmann & Dasol Kim, 2017. "Negative Bubbles: What Happens After a Crash," NBER Working Papers 23830, National Bureau of Economic Research, Inc.
- Cziraki, Peter & Lyandres, Evgeny & Michaely, Roni, 2021.
"What do insiders know? Evidence from insider trading around share repurchases and SEOs,"
Journal of Corporate Finance, Elsevier, vol. 66(C).
- Peter Cziraki & Evgeny Lyandres & Roni Michaely, 2019. "What Do Insiders Know? Evidence from Insider Trading Around Share Repurchases and SEOs," Swiss Finance Institute Research Paper Series 19-11, Swiss Finance Institute, revised Mar 2019.
- Manouchehr Tavakoli & David McMillan & Phillip J. McKnight, 2014. "The Credit Crunch and Insider Trading," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 23(2), pages 71-100, May.
- Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 1-51, August.
- Walton Taylor & James Yoder, 1999. "Load and no-load mutual fund dynamics during the 1987 market crash: A stochastic dominance analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 23(3), pages 255-265, September.
- Bhabra, Harjeet S. & Hossain, Ashrafee T., 2015. "Market conditions, governance and the information content of insider trades," Review of Financial Economics, Elsevier, vol. 24(C), pages 1-11.
- Nivelleau De La Brunière, Stanislas & Haye, Jean-Come & Mazza, Paolo, 2020. "The performance of corporate legal insiders on the French stock market," International Review of Law and Economics, Elsevier, vol. 61(C).
- Stanislas Nivelleau de La Brunière & Jean-Come Haye & Paolo Mazza, 2020. "The performance of corporate legal insiders on the French stock market," Post-Print hal-02998232, HAL.
- Guojin Gong & Laura Y. Li & Jeff J. Wang, 2011. "Serial Correlation in Management Earnings Forecast Errors," Journal of Accounting Research, Wiley Blackwell, vol. 49(3), pages 677-720, June.
- Boubaker, Sabri & Farag, Hisham & Nguyen, Duc Khuong, 2015.
"Short-term overreaction to specific events: Evidence from an emerging market,"
Research in International Business and Finance, Elsevier, vol. 35(C), pages 153-165.
- Sabri Boubaker & Hisham Farag & Duc Khuong Nguyen, 2015. "Short-Term Overreaction to Specific Events: Evidence from an Emerging Market," Post-Print hal-01158095, HAL.
- Stotz Olaf, 2006.
"Germany’s New Insider Law: The Empirical Evidence after the First Year,"
German Economic Review, De Gruyter, vol. 7(4), pages 449-462, December.
- Olaf Stotz, 2006. "Germany's New Insider Law: The Empirical Evidence after the First Year," German Economic Review, Verein für Socialpolitik, vol. 7(4), pages 449-462, November.
- Madrigal, Vicente & Scheinkman, Jose A., 1997. "Price Crashes, Information Aggregation, and Market-Making," Journal of Economic Theory, Elsevier, vol. 75(1), pages 16-63, July.
- Ozlem Akin & Nicholas S. Coleman & Christian Fons‐Rosen & José‐Luis Peydró, 2021.
"Political connections and informed trading: Evidence from TARP,"
Financial Management, Financial Management Association International, vol. 50(3), pages 619-644, September.
- Akin, Ozlem & Coleman, Nicholas S. & Fons-Rosen, Christian & Peydró, José-Luis, 2019. "Political connections and informed trading: Evidence from TARP," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 50(3), pages 619-644.
- Ozlem Akin & Nicholas S. Coleman & Christian Fons-Rosen & José-Luis Peydró, 2016. "Political connections and informed trading: Evidence from TARP," Economics Working Papers 1542, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2021.
- Henchiri, jamel E., 2004. "Les rachats d actions régulent-ils le marché? [Is share repurchase regulate stock market ?]," MPRA Paper 82906, University Library of Munich, Germany.
- 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.
- Kallberg, Jarl & Liu, Crocker H. & Pasquariello, Paolo, 2008. "Updating expectations: An analysis of post-9/11 returns," Journal of Financial Markets, Elsevier, vol. 11(4), pages 400-432, November.
- Mazza, Paolo & Wang, Shiyu, 2021. "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, vol. 68(C).
- Christoph Schmidhammer & Sebastian Lobe & Klaus Röder, 2016. "The day the index rose 11 %: a clinical study on price discovery reversal," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 79-106, January.
- Ozlem Akin & Nicholas S. Coleman & Christian Fons-Rosen & José-Luis Peydró, 2016. "Political Connections: Evidence From Insider Trading Around TARP," Working Papers 935, Barcelona School of Economics.
- repec:bla:germec:v:7:y:2006:i::p:449-462 is not listed on IDEAS
- Katselas, Dean, 2018. "Insider trading in Australia: Contrarianism and future performance," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 112-128.
- Michael Firth & T. Y. Leung & Oliver M. Rui, 2011.
"Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency,"
Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 505-533.
- Michael Firth & T. Y. Leung & Oliver M. Rui, 2009. "Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency," Working Papers 042009, Hong Kong Institute for Monetary Research.
- Garfinkel, Jon A., 1997. "New evidence on the effects of federal regulations on insider trading: The Insider Trading and Securities Fraud Enforcement Act (ITSFEA)," Journal of Corporate Finance, Elsevier, vol. 3(2), pages 89-111, April.
- Dennis D. Malliouris & Alphons T. Vermorken & Maximilian A.M. Vermorken, 2022. "Aggregate insider trading and future market returns in the United States, Europe, and Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 802-821, January.
- Hui Guo & Buhui Qiu, 2023. "Conditional Equity Premium and Aggregate Corporate Investment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 251-295, February.
- Christoph Schmidhammer & Sebastian Lobe & Klaus Röder, 2016. "The day the index rose 11 %: a clinical study on price discovery reversal," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 79-106, January.
- Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
- Ilhan Meric & Christine Lentz & Wayne Smeltz & Gulser Meric, 2010. "Evidence On The Performance Of Country Index Funds In Global Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(4), pages 89-101.
- Zivney, Terry L. & Bertin, William J. & Torabzadeh, Khalil M., 1996. "Overreaction to takeover speculation," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(1), pages 89-115.
- Kahle, Kathleen M., 2000. "Insider trading and the long-run performance of new security issues," Journal of Corporate Finance, Elsevier, vol. 6(1), pages 25-53, March.
- Yang, Jian & Bessler, David A., 2008. "Contagion around the October 1987 stock market crash," European Journal of Operational Research, Elsevier, vol. 184(1), pages 291-310, January.
- Zolotoy, L., 2008. "Empirical essays on the information transfer between and the informational efficiency of stock markets," Other publications TiSEM 2a2652c6-1060-4622-8721-8, Tilburg University, School of Economics and Management.
- Park, Jinwoo & Lee, Posang & Park, Yun W., 2014. "Information effect of involuntary delisting and informed trading," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 251-269.
- Partha Gangopadhyay & Ken C. Yook & Joseph D. Haley, 2019. "Bank bailouts and corporate insider trading during the financial crisis of 2007–2009," Review of Quantitative Finance and Accounting, Springer, vol. 52(1), pages 35-83, January.
- Ching, Ken M.L. & Firth, Michael & Rui, Oliver M., 2006. "The information content of insider trading around seasoned equity offerings," Pacific-Basin Finance Journal, Elsevier, vol. 14(1), pages 91-117, January.
- Matthew T. Billett & Yiming Qian, 2008. "Are Overconfident CEOs Born or Made? Evidence of Self-Attribution Bias from Frequent Acquirers," Management Science, INFORMS, vol. 54(6), pages 1037-1051, June.
- Partha Gangopadhyay & Ken Yook & Yoon Shin, 2014. "Insider trading and firm-specific return volatility," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 1-19, July.
- Mazza, Paolo & Ruh, Benjamin, 2022. "The performance of corporate legal insider trading in the Korean market," International Review of Law and Economics, Elsevier, vol. 71(C).
- Ikenberry, David & Lakonishok, Josef & Vermaelen, Theo, 1995.
"Market underreaction to open market share repurchases,"
Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 181-208.
- David Ikenberry & Josef Lakonishok & Theo Vermaelen, 1994. "Market Underreaction to Open Market Share Repurchases," NBER Working Papers 4965, National Bureau of Economic Research, Inc.
- Harjeet S. Bhabra & Ashrafee T. Hossain, 2015. "Market conditions, governance and the information content of insider trades," Review of Financial Economics, John Wiley & Sons, vol. 24(1), pages 1-11, January.
- Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li, 1995. "Stock market crash behavior of screen-sorted portfolios," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 227-244.
- Del Giudice, Alfonso & Paltrinieri, Andrea, 2017. "The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions," Research in International Business and Finance, Elsevier, vol. 41(C), pages 600-612.