Similar Search Results

Flight to liquidity due to heterogeneity in investment horizon

Lei, Qin; Wang, Xuewu - In: China finance review international 2 (2012) 4, pp. 316-350

Persistent link: https://www.econbiz.de/10009625750

Time-varying liquidity trading, private information and insider trading

Lei, Qin; Wang, Xuewu - In: European financial management : the journal of the … 20 (2014) 2, pp. 321-351

Persistent link: https://www.econbiz.de/10010351004

Can traders beat the market? : evidence from insider trades

Lei, Qin; Rajan, Murli; Wang, Xuewu - In: China finance review international 4 (2014) 3, pp. 243-270

Persistent link: https://www.econbiz.de/10011339016

Time Varying Liquidity Trading, Private Information and Insider Trading

Lei, Qin - 2012

This paper investigates insider trading before scheduled versus unscheduled corporate announcements to explore how corporate insiders utilize their private information when the amount of liquidity trading is varying over time in a predictable way. Using a comprehensive insider trading database...

Persistent link: https://www.econbiz.de/10013115651