Public disclosure and dissimulation of insider trades

Econometrica

Volumn 69, Issue 3, 2001, Pages 665-681

  Huddart, Steven ^a,b,c   Hughes, John S ^a,b,c   Levine, Carolyn B ^a,b,c  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c DUKE UNIVERSITY   (United States)

Author keywords

Insider trading; Liquidity; Price discovery; Securities regulation

Indexed keywords

INDUSTRIAL ECONOMICS; LAWS AND LEGISLATION; PUBLIC POLICY; REGULATORY COMPLIANCE; STRATEGIC PLANNING;

DISSIMULATION; INSIDER TRADING;

INTERNATIONAL TRADE;

EID: 0034980958     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00209     Document Type: Article

References (16)

1. A theory of intraday patterns: Volume and price variability
2. Divide and conquer: A theory of intraday and day-of-the-week mean effects
3. Imperfect competition among informed traders
4. Earnings announcements and market depth
5. The regulation of insider trading
6. Insider trading as a signal of private information
7. Insiders and market efficiency
8. The mandatory disclosure of trades and market liquidity
9. Special information and insider trading
10. Market manipulation and the role of insider trading regulations
11. Continuous auctions and insider trading
12. Predictive and statistical properties of insider trading
13. Relationship between insider trading and rates of return for NYSE common stocks, 1960-1966
14. Insiders' profits, costs of trading, and market efficiency
15. The effectiveness of insider trading sanctions
16. Why does aggregate insider trading predict future stock returns?