The Dog That Did Not Bark: Insider Trading and Crashes
Year of publication: |
2006-03
|
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Authors: | Olivier, Jacques ; Marin, José M. |
Institutions: | Barcelona Graduate School of Economics (Barcelona GSE) |
Subject: | Insider Trading | Rational Expectations Equilibrium | Trading Constraints | Volatility | Crashes |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 241 |
Classification: | D82 - Asymmetric and Private Information ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G28 - Government Policy and Regulation |
Source: |
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The dog that did not bark: Insider trading and crashes
Marín, José M., (2006)
-
The dog that did not bark: Insider trading and crashes
Marín, José M., (2007)
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The Dog that Did Not Bark: Insider Trading and Crashes
Vigueras, Marín, (2007)
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Portable Alphas from Pension Mispricing
Franzoni, Francesco, (2005)
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On the impact of leverage constraints on asset prices and trading volume
Marin, José M., (2003)
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Pension Plan Funding and Stock Market Efficiency
Franzoni, Francesco, (2006)
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