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Volumn 35, Issue 11, 2011, Pages 2820-2828

Detecting the presence of insider trading via structural break tests

Author keywords

CUSUM tests; ECAPM; Insider trading; Structural change; U statistics

Indexed keywords


EID: 80052139890     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2011.03.013     Document Type: Article
Times cited : (21)

References (19)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.