Academic literature on the topic 'Insider trading in securities'

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Insider trading in securities.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Insider trading in securities"

1

KEIBER, KARL LUDWIG. "INSIDER TRADING RULES AND PRICE FORMATION IN SECURITIES MARKETS: AN ENTROPY ANALYSIS OF STRATEGIC TRADING." International Journal of Theoretical and Applied Finance 09, no. 08 (December 2006): 1215–43. http://dx.doi.org/10.1142/s0219024906004013.

Full text
Abstract:
This paper addresses the issue of how insider trading rules affect price formation in securities markets and suggests the application of information theory to market microstructure theory. We analyze a variant of the setting in [20] by simply introducing a more general criterion for informational efficiency borrowed from information theory — namely maximum information transmission. The analysis shows that both the insider's optimal trading strategy and the market price of the risky security depend on the insider trading restriction. Insider trading restrictions are reported to be detrimental t
APA, Harvard, Vancouver, ISO, and other styles
2

Davis, Frederick, Behzad Taghipour, and Thomas J. Walker. "Insider trading surrounding securities class action litigation and settlement announcements." Managerial Finance 43, no. 1 (January 9, 2017): 124–40. http://dx.doi.org/10.1108/mf-05-2016-0129.

Full text
Abstract:
Purpose The purpose of this paper is to investigate the trading patterns of corporate insiders, both managing and non-managing, around the announcement dates of securities class action lawsuits and related legal settlements. Design/methodology/approach The authors use market model event study methodology to examine the impact of class action litigation and settlement announcements on the stock prices of sued firms. The authors then determine the extent of abnormal insider trading surrounding such announcements by comparing insider trading activity (volume and transaction counts) to prior insid
APA, Harvard, Vancouver, ISO, and other styles
3

Huang, Han-Ching, and Jung-Tzu Chang. "The effect of enforcement intensity on illegal insider trading volume: the case of Taiwan." Investment Management and Financial Innovations 13, no. 2 (July 4, 2016): 141–48. http://dx.doi.org/10.21511/imfi.13(2-1).2016.02.

Full text
Abstract:
In this paper, the authors examine the illegal insider trading volume and cumulative abnormal return by the relative variables of the amendment, the change of the securities price, the number of defendants, the penalty and the fine for insider who committed a crime, and the quality of concealed important information. Illegal insider trading is prohibited by the article 157-1 of Securities and Exchange Act in Taiwan. It has been amended three times to provide a sound and rigorous law and completely protect investors. The authors examine the illegal insider trading volume after the amendment to
APA, Harvard, Vancouver, ISO, and other styles
4

Figueroa, Dante. "Insider Trading and Other Securities Frauds in the United States: Lessons for Chile." Michigan Business & Entrepreneurial Law Review, no. 3.2 (2014): 165. http://dx.doi.org/10.36639/mbelr.3.2.insider.

Full text
Abstract:
This Article is a comparative analysis of insider trading law in the United States and Chile. The study summarily reviews the historical, political, and legal foundations of insider trading regulation in both jurisdictions, identifying areas of convergence, as well as areas in which the Chilean securities market could benefit vis- ` a-vis the more advanced experience of the considerably larger American securities market. The Article also highlights the axiological closeness between both jurisdictions concerning the protection of inside corporate information and the fiduciary role of those who
APA, Harvard, Vancouver, ISO, and other styles
5

Singh, Nituja, and Rahul Kumar. "MS. SHIVANI GUPTA & ORS. v. SEBI Civil Appeal No.7054/ 7590 of 2021 Date of Judgment: 19/04/22." DME Journal of Law 4, no. 01 (June 30, 2023): 94–97. http://dx.doi.org/10.53361/dmejl.v4i01.12.

Full text
Abstract:
This an appeal decided by a Bench of Hon’ble JJ. Vineet Saran & Aniruddha Bose at Supreme Court of India against a judgement and order of Securities Appellate Tribunal (hereinafter “SAT”].This case relates to insider trading of securities in a matter of renowned body corporate PC jewellers Ltd. The matter of Insider trading in securities is so sensitive and serious issue in corporate affairs that it carries criminal liability under Companies Act, 20131 as well as Securities Exchange Board Act, 1992. Actually the legislative objectives behind restricting, prohibiting and regulating ‘insider
APA, Harvard, Vancouver, ISO, and other styles
6

Hariono, Wisnu Satrio. "PERLINDUNGAN HUKUM BAGI INVESTOR TERHADAP KEJAHATAN INSIDER TRADING DALAM PASAR MODAL INDONESIA." JURNAL MEDIA HUKUM DAN PERADILAN 4, no. 2 (October 30, 2018): 199–219. http://dx.doi.org/10.29062/jmhp.v4i2.13.

Full text
Abstract:
Insider Trading or insider trading is a form of banned trading in securities transactions in the capital market. The practice of insider trading is one form of violation of the principle of openness which is the soul of the capital market industry. This research is motivated by the number of insider trading practices in securities transactions. The main problem to be answered through this research is to know the extent of Capital Market Law in handling insider trading practices in Indonesia capital market. This research uses normative juridical approach and comparison of laws. In this research
APA, Harvard, Vancouver, ISO, and other styles
7

Chen, Junzhuo. "Research on Insider Trading and Legal Regulation Issues in China’s Securities Market." Highlights in Business, Economics and Management 21 (December 12, 2023): 820–25. http://dx.doi.org/10.54097/hbem.v21i.14775.

Full text
Abstract:
The purpose of this paper is to conduct an in-depth study on insider trading in China’s securities market and its legal regulation, and to propose strategies and recommendations for improving and enhancing the legal framework. Firstly, the paper provides an overview of the definition, harms, and elements of insider trading. Then, it analyzes the historical development and current status of the legal regulation of insider trading in China’s securities market, and identifies the existing problems and challenges. Finally, it presents measures for improving and enhancing the legal regulation of in
APA, Harvard, Vancouver, ISO, and other styles
8

Esqueda, Omar, Thanh Ngo, and Daphne Wang. "The information content of managerial insider trading: evidence from analyst forecasts." Asian Review of Accounting 29, no. 3 (June 29, 2021): 332–61. http://dx.doi.org/10.1108/ara-04-2020-0062.

Full text
Abstract:
PurposeThis paper examines the effect of managerial insider trading on analyst forecast accuracy, dispersion and bias. Specifically, the authors test whether insider-trading information is positively associated with the precision of earnings forecasts. In addition, this relationship between Regulation Fair Disclosure (FD) and the Galleon insider trading case is examined.Design/methodology/approachPooled ordinary least squares (Pooled OLS) rregressions with year-fixed effects, firm-fixed effects, and firm-level clustered standard errors are used. Our proxies for forecast precision are regressed
APA, Harvard, Vancouver, ISO, and other styles
9

Nathan, Daniel A., and Tiffany Rowe. "SEC charges broker-dealer for failure to protect against insider trading by employees." Journal of Investment Compliance 16, no. 1 (May 5, 2015): 59–62. http://dx.doi.org/10.1108/joic-01-2015-0004.

Full text
Abstract:
Purpose – To alert broker-dealers to Securities and Exchange Commission charges brought against a broker-dealer for ineffective controls over employee use of confidential information and to provide guidance regarding development and implementation of controls to protect against improper use of material non-public information by employees. Design/methodology/approach – Reviews Securities and Exchange Commission settlement order with broker-dealer for violations of securities laws for failure to adequately prevent insider trading by employees and provides guidance for implementing control to pre
APA, Harvard, Vancouver, ISO, and other styles
10

Chen, Laiyao. "Risk and Legal Regulation of Algorithm Application in Insider Trading Supervision." Technium Social Sciences Journal 43 (May 9, 2023): 274–87. http://dx.doi.org/10.47577/tssj.v43i1.8767.

Full text
Abstract:
Insider trading is a kind of information manipulation behavior in the securities market. The insider trading has brought great damage to the securities market in recent years, so securities regulatory authorities have begun to crack down on this kind of illegal behavior. With the application of algorithms in the field of supervision, regulators can accurately identify insider trading behaviors through big data analysis and other technologies, with which the efficiency of supervision was greatly improved. However, the application of algorithms in the supervision of insider trading is prone to c
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Insider trading in securities"

1

Williamu, Ghati. "Critical analysis of the insider trading framework of Tanzania." Thesis, University of the Western Cape, 2015. http://hdl.handle.net/11394/5173.

Full text
Abstract:
Magister Legum - LLM<br>This study is on the insider trading framework of Tanzania. The researcher has made enquiries whether the Tanzania legal framework governing insider trading provides strong enough enforcement mechanisms, including remedies and measures against malpractices found on the securities market to attract investor confidence. Critical analysis is done of the Capital Markets and Securities Act, 79 of 1994 (RE 2002) in conjunction with an investigation into the Capital Markets and Securities Authority (CMSA) a body corporate charged with the duties among others, of protecting the
APA, Harvard, Vancouver, ISO, and other styles
2

Kahle, Kathleen M. "Insider trading and new security issues." Connect to resource, 1996. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1265127804.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Lindenfield, Susannah. "Insider trading in the United States, Canada and the United Kingdom." Thesis, McGill University, 2000. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=31169.

Full text
Abstract:
This thesis is a critical analysis of the law relating to insider trading in three common law countries. Chapter One, addresses the merits and demerits of the regulation of insider trading and presents a review of the academic literature relating to this field. In Chapters Two, Three and Four, the law of insider trading in the United States, Canada and the United Kingdom is analysed and discussed on a comparative basis. Each of these chapters is in two sections. The first section describes the regulatory system and institutions, and the second section discusses the regulation of insider tradin
APA, Harvard, Vancouver, ISO, and other styles
4

Huang, Hui Law Faculty of Law UNSW. "Insider trading law in China: regulations of insider trading in China and proposals for reform." Awarded by:University of New South Wales. School of Law, 2005. http://handle.unsw.edu.au/1959.4/24333.

Full text
Abstract:
The purposes of this thesis are threefold: (1) to investigate the incidence of insider trading in China; (2) to critically examine the regulation of insider trading in China within the Chinese context; and (3) to set out reform proposals. At present, insider trading is a very serious issue in China as it presents a major obstacle to the development of China???s securities market. This thesis is therefore of both theoretical and practical significance. Based on both theoretical arguments and empirical findings, this thesis investigates the extent of insider trading in China, explains why inside
APA, Harvard, Vancouver, ISO, and other styles
5

Zhu, Jun. "Profitability and information content of insider trading in HK /." Hong Kong : University of Hong Kong, 2002. http://sunzi.lib.hku.hk/hkuto/record.jsp?B24520986.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Li, Xiaozhen. "Abnormal profits following insider trading : an empirical study /." Thesis, Connect to this title online; UW restricted, 1999. http://hdl.handle.net/1773/7427.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Pool, Estelle. "Insider trading : has legislation been successful?" Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/6172.

Full text
Abstract:
Thesis (MBA (Business Management))--Stellenbosch University, 2008.<br>ENGLISH ABSTRACT: This research report reviews South African and international legislation aimed at preventing insider trading and provides an overview of the successful criminal and civil proceedings taken against insiders. It highlights the possible preventative measures South African companies and legislature can take to reduce insider trading. The United States of America is one of the few countries that had successfully implemented legislation prohibiting insider trading prior to the 1990s. Most countries, including Sou
APA, Harvard, Vancouver, ISO, and other styles
8

Ye, Zhen. "Integrity of China's securities market : the regulation of insider dealing in China in a comparative context." Thesis, University of Cambridge, 2015. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708571.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Chitimira, Howard. "The regulation of insider trading in South Africa: a roadmap for effective, competitive and adequate regulatory statutory framework." Thesis, University of Fort Hare, 2008. http://hdl.handle.net/10353/230.

Full text
Abstract:
Insider trading is one of the practices that (directly or indirectly) lead to a host of problems for example inaccurate stock market prices, high inflation, reduced public investor confidence, misrepresentation and non disclosure of material facts relating to securities and financial instruments. Again it reduces efficiency in the affected companies and eventually leads to economic underperformance. The researcher observed that the South African insider trading regulatory framework has some gaps and flaws which need to be adequately addressed to ensure efficient and stable financial markets. T
APA, Harvard, Vancouver, ISO, and other styles
10

Zhu, Jun, and 朱君. "Profitability and information content of insider trading in HK." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B31227090.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Insider trading in securities"

1

Bainbridge, Stephen M. Securities law: Insider trading. New York: Foundation Press, 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

I, Steinberg Marc, ed. Insider trading. 3rd ed. New York: Oxford University Press, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Gunderson, Nels L. Insider securities trading: A bibliography. Bloomington, Ind: Biblio-Publishing, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Wang, William K. S. Insider trading. 2nd ed. New York City: Practising Law Institute, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Ashe, Michael. Insider trading. 2nd ed. Croydon, Surrey: Tolley Pub. Co., 1993.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Canada. Library of Parliament. Parliamentary Research Branch. Insider trading. Ottawa: Library of Parliament, 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Eisenberg, Jonathan. Avoiding insider trading liability. New York, NY (11 Penn Plaza, New York 10001): M. Bender, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Vance, Mary A. Insider trading: A bibliography. Monticello, Ill., USA: Vance Bibliographies, 1990.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Langevoort, Donald C. Insider trading handbook. New York, N.Y: Clark Boardman Co., 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Association, American Corporate Counsel, ed. Insider trading guidelines. Washington, DC (1225 Connecticut Ave., NW, Suite 302, Washington, DC 20036): American Corporate Counsel Association, 1993.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Insider trading in securities"

1

Weiping, He. "Insider Trading and Investor Protection." In The Regulation of Securities Markets in China, 125–70. New York: Palgrave Macmillan US, 2018. http://dx.doi.org/10.1057/978-1-137-56742-0_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Arshadi, Nasser, and Thomas H. Eyssell. "Securities Regulations, Market Efficiency, and the Role of the SEC." In The Law and Finance of Corporate Insider Trading: Theory and Evidence, 17–41. Boston, MA: Springer US, 1993. http://dx.doi.org/10.1007/978-1-4615-3244-6_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Kirkulak Uludag, Berna. "Insider Trading." In Encyclopedia of Corporate Social Responsibility, 1408–14. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-28036-8_35.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Scott, Kenneth E. "Insider Trading." In The New Palgrave Dictionary of Economics and the Law, 984–88. London: Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1007/978-1-349-74173-1_186.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Lee, Nirmala. "Insider Trading." In Encyclopedia of Sustainable Management, 1972–74. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-25984-5_465.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Metrick, Andrew. "Insider Trading." In The New Palgrave Dictionary of Economics, 1–6. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_1998-1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Engelen, Peter-Jan, and Luc Van Liedekerke. "Insider Trading." In Finance Ethics, 199–221. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266298.ch11.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Metrick, Andrew. "Insider Trading." In The New Palgrave Dictionary of Economics, 6576–81. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_1998.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Lee, Nirmala. "Insider Trading." In Encyclopedia of Sustainable Management, 1–3. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-02006-4_465-1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Lederer, Michael. "Insider Trading." In Culture of Chemistry, 41–42. Boston, MA: Springer US, 2015. http://dx.doi.org/10.1007/978-1-4899-7565-2_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Insider trading in securities"

1

Jiang, Huadong. "Insider Trading Regulation and the Distribution of Securities Market Profit." In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5578278.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

W. L. Fong, Michelle. "Online Securities Trading in China." In InSITE 2005: Informing Science + IT Education Conference. Informing Science Institute, 2005. http://dx.doi.org/10.28945/2852.

Full text
Abstract:
This paper looks at the adoption of information technology in the Chinese stock exchanges and for online securities trading in China. Because these stock exchanges do not have any major preexisting technology to consider when they automate their operations, they are able to adopt advanced technology. However, the potential and advantages offer by this technology cannot be fully harvested without fundamental structures and proper corporate governance mechanisms in place.
APA, Harvard, Vancouver, ISO, and other styles
3

Shein, Wong Hui, Nancy Ling Ing, and Anwar Fitrianto. "Stock market anomaly detection: Case study of China’s securities market insider trading." In INTERNATIONAL CONFERENCE ON STATISTICS AND DATA SCIENCE 2021. AIP Publishing, 2022. http://dx.doi.org/10.1063/5.0109428.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Tamersoy, Acar, Bo Xie, Stephen L. Lenkey, Bryan R. Routledge, Duen Horng Chau, and Shamkant B. Navathe. "Inside insider trading." In ASONAM '13: Advances in Social Networks Analysis and Mining 2013. New York, NY, USA: ACM, 2013. http://dx.doi.org/10.1145/2492517.2500288.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Liao, Mei-Hua, and Li-Wen Chen. "SEO and Insider Trading." In 2013 Seventh International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS). IEEE, 2013. http://dx.doi.org/10.1109/imis.2013.133.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

BARUCCI, EMILIO, ROBERTO MONTE, and BARBARA TRIVELLATO. "INSIDER TRADING IN CONTINUOUS TIME." In Proceedings of the Fifth International Conference. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812774835_0005.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Yao, Zijing. "Analysis on Psychological Factors Impacting Insider Trading." In 2021 6th International Conference on Social Sciences and Economic Development (ICSSED 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.210407.044.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Arslan, Çetin, and Didar Özdemir. "Insider Trading Crime in Turkish Criminal Law." In International Conference on Eurasian Economies. Eurasian Economists Association, 2018. http://dx.doi.org/10.36880/c10.02113.

Full text
Abstract:
Insider trading act is penalised ultima ratio with the aim of fighting against manmade market actions which outrage the principle of public disclosure and the element of trust in order to establish equality and good faith in capital markets. Insider trading is first disposed as a crime among the other capital market crimes (art.47/1-A-1) in the Capital Market Code no.2499 dated 28.07.1981 with the Amendment to the law no.3794 dated 29.04.1992 and at the present time it is rearranged as a self-contained crime type in article 106 of the Capital Market Code no.6362 dated 06.12.2012. In this study
APA, Harvard, Vancouver, ISO, and other styles
9

Kohatsu-Higa, Arturo. "Enlargement of Filtrations and Models for Insider Trading." In Proceedings of the Ritsumeikan International Symposium. WORLD SCIENTIFIC, 2004. http://dx.doi.org/10.1142/9789812702852_0008.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Seth, Taruna, and Vipin Chaudhary. "A Predictive Analytics Framework for Insider Trading Events." In 2020 IEEE International Conference on Big Data (Big Data). IEEE, 2020. http://dx.doi.org/10.1109/bigdata50022.2020.9377791.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Insider trading in securities"

1

Levine, Ross, Chen Lin, and Lai Wei. Insider Trading and Innovation. Cambridge, MA: National Bureau of Economic Research, October 2015. http://dx.doi.org/10.3386/w21634.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Du, Julan, and Shang-Jin Wei. Does Insider Trading Raise Market Volatility? Cambridge, MA: National Bureau of Economic Research, March 2003. http://dx.doi.org/10.3386/w9541.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Collin-Dufresne, Pierre, and Vyacheslav Fos. Insider Trading, Stochastic Liquidity and Equilibrium Prices. Cambridge, MA: National Bureau of Economic Research, October 2012. http://dx.doi.org/10.3386/w18451.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Ahern, Kenneth. Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades. Cambridge, MA: National Bureau of Economic Research, February 2018. http://dx.doi.org/10.3386/w24297.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Jeng, Leslie, Andrew Metrick, and Richard Zeckhauser. The Profits to Insider Trading: A Performance-Evaluation Perspective. Cambridge, MA: National Bureau of Economic Research, January 1999. http://dx.doi.org/10.3386/w6913.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Koudijs, Peter. 'Those Who Know Most': Insider Trading in 18th c. Amsterdam. Cambridge, MA: National Bureau of Economic Research, February 2013. http://dx.doi.org/10.3386/w18845.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Chan, K. C., Wai-Ming Fong, and Rene Stulz. Information, Trading and Stock Returns: Lessons from Dually-Listed Securities. Cambridge, MA: National Bureau of Economic Research, May 1994. http://dx.doi.org/10.3386/w4743.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Kleidon, Allan, and Ingrid Werner. Round-the-clock Trading: Evidence from U.K. Cross-Listed Securities. Cambridge, MA: National Bureau of Economic Research, July 1993. http://dx.doi.org/10.3386/w4410.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Bebchuk, Lucian Arye, and Chaim Fershtman. The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects. Cambridge, MA: National Bureau of Economic Research, February 1991. http://dx.doi.org/10.3386/t0096.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Cortazar, Gonzalo, Alejandro Bernales, and Diether Beuermann. Risk Management with Thinly Traded Securities: Methodology and Implementation. Inter-American Development Bank, October 2013. http://dx.doi.org/10.18235/0011507.

Full text
Abstract:
Thinly traded securities exist in both emerging and well developed markets. However, plausible estimations of market risk measures for portfolios with infrequently traded securities have not been explored in the literature. We propose a methodology to calculate market risk measures based on the Kalman filter which can be used on incomplete datasets. We implement our approach in a fixed- income portfolio within a thin trading environment. However, a similar approach may be also applied to other markets with thinly traded securities. Our methodology provides reliable market risk measures in port
APA, Harvard, Vancouver, ISO, and other styles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!