Financial research on insider trading
- Balachandran, B., Faff, R. & Tanner, S., 'Further evidence on the announcement effect of bonus shares in an imputation tax setting', Global Finance Journal, vol.15, 2004, pp. 147-170
- Balachandran, B., Faff, R. & Tanner, S., 'A further examination of the price and volatility impact of stock dividends at ex-dates', Australian Economic Papers, vol. 44, 2005, pp. 248-268
- Barclay, M.J. & Litzenberger, R.H., 'Announcement effects of new equity issues and the use of intraday price data', Journal of Financial Economics, vol.21, 1988, pp. 71-99
- Berry, T.D. & Howe, k.M., 'Public information arrival', The Journal of Finance, vol.49, no. 4, 1994, pp. 1331-1346
- Bhattacharya, U. & Daouk, H., 'The world price of insider trading', The Journal of Finance, vol. 57, 2002, pp. 75-108
- Burton, M.B., Lonie, A.A. & Power, D.M., 'The stock market reaction to investment announcements: the case of individual capital expenditure projects', Journal of Business Finance and Accounting, vol. 26, 1999, pp. 681-708
- Chen, S.S. & Ho, K.W., 'Market response to product-strategy and capital expenditure announcements in Singapore: investment opportunities and free cash flow', Financial Management, vol. 26, 1997, pp. 82-88
- Cheng, L., Firth, M., Leung, T.Y. and Rui, O. , 'The effects of insider trading on liquidity.', ScienceDirect. Pacific_Basin Finance Journal 14, 2006, pp. 467-483
- Cheuk, M., Fan, D.K. and So, R.W., 'Insider trading in Hong Kong: Some stylized facts.', Pacific-Basin Finance Journal 14, 2006, pp. 73-94
- Cheung, D.K.C. & Sami, H., 'Price and trading volume reaction: the case of Hong Kong companies?? earnings announcement', Journal of International Accounting, Auditing & Taxation, vol. 9, 2000, pp. 19-42
- Donders, M.W.M. & Vorst, T.C.F., 'The impact of firm specific news on implied volatilities', Journal of Banking & Finance, vol. 20, 1996, pp. 1447-1461
- Dravid, A.R., 'A note of the behavior of stock returns around ex-dates of stock distributions', The Journal of Finance, vol. 42, no. 1, 1987, pp. 163-168
- Easton, S., 'Earnings and dividends: Is there an interaction effect?', Journal of Business Finance and Accounting, vol. 18, 1991, pp. 255-266
- French, K.R. & Roll, R., 'Stock return variances: the arrival of information and the reaction of traders', Journal of Financial Economics, vol. 17, 1986,pp. 5-26
- Gosnell, T.F., Keown, A.J. & Pinkerton, J.M., 'The intraday speed of stock price adjustment to major dividend changes: bid-ask bounce and order flow imbalances', Journal of Banking & Finance, vol. 20, 1996, pp. 247-266
- Hong, H. & Huang, M., 'Talking up liquidity: insider trading and investor relations', Journal of Financial Intermediation, vol. 14, No. 1, 2005,pp. 1-31
- Huang, X.W., 'China stock price reaction to financial announcements: evidence from segmented markets', Managerial Finance, vol. 30, 2004, pp. 62-73
- Iqbal, Z. & Shetty, S., 'An investigation of causality between insider transactions and stock returns', The Quarterly Review of Economics and Finance, Vol. 42, 2002,pp. 41-57
- Jennings, R. & Starks, L., 'Information content and the speed of stock price adjustment', Journal of Accounting Research, vol. 23 1985,pp. 336-350
- Jordan, R.J., 'An empirical investigation of the adjustment of stock prices to new quarterly earnings information', The Journal of Finance, vol. 8, no. 4, 1973, pp. 609-620
- Joy, O.M., Litzenberger, R.H. & Mcenally, R.W., 'The adjustment of stock prices to announcements of unanticipated changes in quarterly earnings', Journal of Accounting Research, vol. 15, no. 2, 1977,pp. 207-225
- Kalev, P.S., Liu,W.M., Pham, P.K. & Jarnecic, E., 'Public information arrival and volatility of intraday stock returns', Journal of Banking & Finance, vol. 28, 2004, pp. 1441-1467
- Kim, O. & Verrecchia, R. E., 'Market liquidity and volume around earnings announcements', Journal of Accounting and Economics, vol. 17, 1994, pp. 41-67
- Lee, C.M.C., Mucklow, B. & Ready, M. J., '"Spreads, depths, and the impact of earnings information: an intraday analysis"', The Review of Financial Studies, vol. 6, 1993, pp. 345-374
- Luo, S.L., 'The impact of public information on insider trading', Economics Letters, 2001, pp. 59-68
- McCluskey, T., Burton, B.M., Power, D.M. & Sinclair, C.D., 'Evidence on the Irish stock market??s reaction to dividend announcement', Applied Financial Economics, vol. 16, 2006, pp. 617-628
- Minenna, M. , '"Insider trading, abnormal return and preferential information: Supervising through a probabilistic model."', Journal of Banking & Finance 27, 2003, pp. 59-86
- Mitchell, M.L. & Mulherin, J.H., 'The impact of Public Information on the stock market', The Journal of Finance, vol.49 no.3, 1994, pp. 923-925
- Morse, D., 'Price and trading volume reaction surrounding earnings announcements: a closer examination', Journal of Accounting Research, vol.19, no.2, 1981,pp. 374-383
- Muntermann, J. & Guettler, A., 'Intraday stock price effects of ad hoc disclosure: the German case', Journal of International Financial Markets, Institutions and Money, vol. 17, no.1, 2007,pp. 1-24
- Pettit, R.R., '"Dividend announcements, security performance, and capital market efficiency"', The Journal of Finance, vol. 27, 1972, pp. 993-1007
- Ranaldo, A., 'Intraday market dynamics around public information arrivals', Swiss National Bank Working Papers, 2006
- Robertson, C., Geva, S. & Wolff, R. 2006, 'What Types of Events Provide the Strongest Evidence that the Stock Market is Affected by Company Specific News?', Fifth Australian Data Mining Conference (AusDM2006), 2006, pp. 145-153
- Ryan, P. & Taffler, R.J., 'Are economically significant stock return and trading volumes driven by firm-specific news releases?', Journal of Business Finance & Accounting, vol. 31, 2004, pp. 49-82
- Safer, A.M., 'The application of neural networks to predict abnormal stock returns using insider data. ', Applied stochastic models in business and industry , pp. 381-389
- Smith, B.F., White, R., Robinson, M. & Nason, R., 'Intraday volatility and trading volume after takeover announcements', Journal of Banking & Finance, vol. 21, 1997, pp. 337-368
- Thompon, R., 'Conditioning the return-generating process on firm-specific events: a discussion of event study methods', The Journal of Financial and Quantitative Analysis, vol. 20, no. 2, 1985, pp. 151-168
- Vega, C. , 'Stock price reaction to public and private information', Journal of Financial Economics, vol. 82, no. 1, 2005,pp. 103-133
- Wang, J., Burton, B.M. & Power, D.M., 'Analysis of the overreaction effect in the Chinese stock market', Applied Economics Letters, vol. 11, 2004, pp. 437-442
- Wisniewski, T.P., 'Reexamination of the link between insider trading and price efficiency.', Economic System 28, 2004, pp. 209-228
- Wong M.C.S.,?Cheung Y.L. & Wu L., 'Insider Trading in the Hong Kong Stock Market', Financial Engineering and the Japanese Markets, Vol. 7,?No. 3, 2000, pp. 275-288
- Woodruff, C.S. & Senchack, A.J., 'Intraday price-volume adjustments of NYSE stocks to unexpected earnings', The Journal of Finance, vol. 43, no. 2, 1998, pp. 467-491
- Woolridge, J.R. & Snow, C., 'Stock market reaction to strategic investment decisions', Strategic Management Journal, vol. 11, 1990, pp. 353-363