Jeopardy, Non-Public Information, and Insider Trading Around SEC 10-K and 10-Q Filings

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Competition of the Informed: Does the Presence of Short Sellers Affect Insider Selling? (2015, unknown): “, 2012), events upon which insiders trade (e.g., Kahle, 2000; Ke et al., 2003; Cheng and Lo, 2006; Huddart et al., 2007), or counterparties involved in trading, such as institutional and individual investors (Sias and Whidbee, 2010).”
Inside the “black box” of private in-house meetings (2018, unknown): “For brevity, we only report the results of the parsimonious model used by Huddart et al. (2007). nonparticipating insiders and find the coefficients are not statistically different at conventional levels.”
Legal Insider Trading and Market Efficiency (2008, unknown): “Although these abnormal returns are statistically significant at conventional levels, they represent a weak economic response to insider trades, which is consistent with Lakonishok and Lee’s (2001) results.”
Internal Control Over Financial Reporting and Managerial Rent Extraction: Evidence from the Profitability of Insider Trading (2013, background): “Aggregate trading profitability is determined by i) the difference between the market price of the stock and its value based on private information, ii) the amount traded, and iii) the frequency of trading (Huddart and Ke 2007; Huddart et al. 2007).”