Probability of Informed Trading? Some Evidences Around Corporate Events

Keywords

Business, Financial economics, Actuarial science, Economics, Econometrics

References

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• Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets *Joachim Grammig, D. Schiereck, Erik Theissen — 2001
• Pre-bid price run-ups and insider trading activity: Evidence from Canadian acquisitionsAlain R. Jabbour, Abolhassan Jalilvand, Jeannette Switzer — 2000
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• Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange ListingsHans G. Heidle, Roger D. Huang — 2002
• Trade Size and Components of the Bid-Ask SpreadJi‐Chai Lin, Gary C. Sanger, G. Geoffrey Booth — 1995
• PRICE, TRADE SIZE, AND INFORMATION IN SECURITIES MARKETS*David Easley, Maureen O’Hara — 1987
• Merger Announcements and TradingN. Asli Ascioglu, Thomas H. McInish, R.J.K. Wood — 2002
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• The information content of the trading processDavid Easley, Nicholas M. Kiefer, Maureen O’Hara — 1997
• INSIDERS, OUTSIDERS, OR TREND CHASERS?: AN INVESTIGATION OF PRE‐TAKEOVER TRANSACTIONS IN THE SHARES OF TARGET FIRMSThomas H. Eyssell, Nasser Arshadi — 1993
• Market Response to European Regulation of Business CombinationsNihat Aktas, Eric de Bodt, Richard Roll — 2004
• Time and the Process of Security Price AdjustmentDavid Easley, Maureen O’Hara — 1992
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• Event-study methodology under conditions of event-induced varianceElleke Boehmer — 1991
• The Optimal Enforcement of Insider Trading RegulationsPeter M. DeMarzo, Michael J. Fishman, Kathleen M. Hagerty — 1998
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• An Empirical Analysis of Illegal Insider TradingLisa K. Meulbroek — 1992

Cited by

• Abnormal Volume Traded as an Indication of Insider Trading in Jse Listed CompaniesK Thaver, Martin Ward — 2011
• Information based trade, the PIN variable, and portfolio style differences: Evidence from Tokyo stock exchange firmsKeiichi Kubota, Hitoshi Takehara — 2009
• Corporate governance and insider trading regulation efficiencyWeihua Zhu — 2010
• Does Asymmetric Information Drive Capital Structure DecisionsSreedhar T. Bharath, Paolo Pasquariello, Guojun Wu — 2009
• Information Asymmetry and Quarterly Disclosure Decisions by Firms: Evidence from the Tokyo Stock ExchangeKeiichi Kubota, Hitoshi Takehara — 2016
• Design of High-Frequency Trading Algorithm Based on Machine LearningBoyue Fang, Yutong Feng — 2019
• State ownership, probability of informed trading, and profitability potential: Evidence from the Warsaw Stock ExchangePaweł Kropiński, Bartłomiej Bosek, Mikołaj Pudo — 2024

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