Narrow search
Showing 1 - 10 of 340,168
Cover Image
Exchange Trading Rules, Surveillance, and Insider Trading
Cumming, Douglas J. - 2013
We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected … insider trading cases in 22 stock exchanges around the world over the period January 2003 through June 2011. Using new indices … of each stock exchange, along with surveillance to detect non-compliance with such rules, we show that more detailed …
Persistent link: https://www.econbiz.de/10013090661
Cover Image
Exchange Trading Rules, Surveillance, and Suspected Insider Trading
Aitken, Michael J. - 2015
We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected … insider trading cases in 22 stock exchanges around the world over the period January 2003 through June 2011. Using new indices … of each stock exchange, along with surveillance to detect non-compliance with such rules, we show that more detailed …
Persistent link: https://www.econbiz.de/10013021203
Cover Image
Exchange Trading Rules, Surveillance and Insider Trading
Cumming, Douglas J. - 2016
We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected … insider trading cases in 22 stock exchanges around the world over the period January 2003-June 2011. Using new indices for … each stock exchange, along with surveillance of such rules, we show that differences in exchange trading rules and …
Persistent link: https://www.econbiz.de/10013008081
Cover Image
Exchange Trading Rules and Stock Market Liquidity
Cumming, Douglas J. - 2009
-agency conflict, across countries and over time, in 42 stock exchanges around the world. Some stock exchanges have extremely detailed …
Persistent link: https://www.econbiz.de/10013154766
Cover Image
Exchange Trading Rules and Stock Market Liquidity
Cumming, Douglas J. - 2010
-agency conflict, across countries and over time, in 42 stock exchanges around the world. Some stock exchanges have extremely detailed …
Persistent link: https://www.econbiz.de/10013148264
Cover Image
Exchange trading rules, surveillance and suspected insider trading
Aitken, Michael J.; Cumming, Doglas; Zhan, Feng - In: The journal of corporate finance : contracting, … 34 (2015), pp. 311-330
Persistent link: https://www.econbiz.de/10011420943
Cover Image
High frequency trading and end-of-day price dislocation
Aitken, Michael J.; Cumming, Douglas J.; Zhang, Feng - 2013
month. Moreover, the effect of HFT is more pronounced than the role of trading rules, surveillance, enforcement and legal …
Persistent link: https://www.econbiz.de/10010201320
Cover Image
Covid, work-from-home, and securities misconduct
Cumming, Douglas J.; Firth, Christopher; Gathergood, John; … - 2021 - This Draft: October 18, 2021
We consider whether traders are more likely to commit securities violations when trading at home, a new form of working induced by the Covid pandemic. We examine data pre- and post-Covid, during which some traders were unexpectedly forced to work at home. The data indicate the presence of both a...
Persistent link: https://www.econbiz.de/10012693916
Cover Image
Informed Trading Reactions to New Private Information : Evidence from Nonpublic Merger Negotiations
Heitzman, Shane - 2019
Theory provides competing predictions on the question of whether informed investors immediately trade on newly generated private information. We address this question using SEC-mandated disclosures to identify the dates when new private information about target or acquiring firm value is...
Persistent link: https://www.econbiz.de/10012905807
Cover Image
Informed Trading in Hybrid Bond Markets
Valseth, Siri - 2018
I study the impact of pretrade transparency on trading activity in an environment where dealers, informed and uninformed alike, can choose between an electronic limit order book (LOB) and an over-the-counter (OTC) market. By investigating bond dealers' choice in the hybrid Norwegian government...
Persistent link: https://www.econbiz.de/10012935778