The Reaction of Investors and Stock Prices to Insider Trading
暂无分享,去创建一个
[1] Anat R. Admati,et al. Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean Effects , 1989 .
[2] A. Kyle. Continuous Auctions and Insider Trading , 1985 .
[3] L. Harris. A transaction data study of weekly and intradaily patterns in stock returns , 1986 .
[4] K. French,et al. Stock return variances: The arrival of information and the reaction of traders , 1986 .
[5] Maureen O'Hara,et al. PRICE, TRADE SIZE, AND INFORMATION IN SECURITIES MARKETS* , 1987 .
[6] Lawrence Harris,et al. Estimating the components of the bid/ask spread , 1988 .
[7] W. Bagehot. The Only Game in Town , 1971 .
[8] Jack L. Treynor. The Economics of the Dealer Function , 1987 .
[9] Joel Hasbrouck,et al. Trades, quotes, inventories, and information , 1988 .
[10] L. Summers,et al. Noise Trader Risk in Financial Markets , 1990, Journal of Political Economy.
[11] Benton E. Gup,et al. Insider Trading and the Stock Market. , 1967 .
[12] M. Mitchell,et al. Do Bad Bidders Become Good Targets? , 1990, Journal of Political Economy.
[13] Paul R. Milgrom,et al. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders , 1985 .
[14] Annette B. Poulsen,et al. Stock Trading before the Announcement of Tender Offers: Insider Trading or Market Anticipation? , 1989 .
[15] Hans R. Stoll,et al. Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests , 1989 .
[16] Anat R. Admati,et al. A Theory of Intraday Patterns: Volume and Price Variability , 1988 .
[17] Dan Galai,et al. Information Effects on the Bid‐Ask Spread , 1983 .
[18] R. Roll,et al. A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market , 2008 .