Insider trading and firm-specific return volatility
Year of publication: |
2014
|
---|---|
Authors: | Gangopadhyay, Partha ; Yook, Ken C. ; Shin, Yoon S. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 43.2014, 1, p. 1-19
|
Subject: | Insider trading | Idiosyncratic volatility | Two-stage least squares regression | Contrarian trading | Private information | Insiderhandel | Volatilität | Volatility | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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