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Volumn 42, Issue 1, 2002, Pages 73-94
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An investigation of insider trading profits in the Spanish stock market
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Author keywords
Daily returns; GARCH and ARCH models; Indirect transactions; Insider trading; Intensive trading criterion; Nonevent overlapping; Strong form of market efficiency
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Indexed keywords
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EID: 0036160897
PISSN: 10629769
EISSN: None
Source Type: Journal
DOI: 10.1016/S1062-9769(01)00103-X Document Type: Article |
Times cited : (56)
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References (56)
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