Short-Run Returns Around The Trades Of Corporate Insiders On The London Stock Exchange

By Sylvain Friederich, A. Gregory, J. Matatko, Ian Tonks. 2002

160 citations recorded by the source corpus.

Subfields: Accounting, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/5f002714e214dfdadbf8be00cb078a124127c069

Citations in the corpus

• Do Insider Trading Laws Work (2000, unknown): “Different trading patters arise if one assumes that private information takes the form of differential information (see, for instance, He and Wang, 1995). 6.4.2 Alternative hypotheses. In this section, we study whether the measure of IT profits defined in (1) measures legal, informed trading by outs”
• Female board appointments and firm valuation: short and long-term effects (2010, unknown): “Friederich et al. (2002) show that this test, in several simulations, proves to be more robust than others.”
• Insider Trading, News Releases and Ownership Concentration (2006, unknown): “According to Friederich et al. (2002), directors purchase stock when they believe it is undervalued (as measured by a high book-to-market ratio).”
• Insider Trading and Corporate Governance: The Case of Germany (2009, unknown): “We followed Friederich et al. (2002) and Hillier and Marshall (2002) in using the standardized cross-sectional test statistic proposed by Boehmer at al.”