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Stock return characteristics in a thin incipient stock market

Ayadi, Olusegun Felix; Blenman, Lloyd P.; Obi, C. Pat - In: The journal of applied business research 14 (1998) 3, pp. 113-121

Persistent link: https://www.econbiz.de/10001246663

New insights on the implied and realized volatility relation

Blenman, Lloyd P.; Wang, Guan Jun - In: Review of Pacific Basin financial markets and policies 15 (2012) 1, pp. 1-22

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Political risks, excess and carry trade returns in global markets

Kesse, Kwabena; Blenman, Lloyd P. - In: International review of financial analysis 91 (2024), pp. 1-13

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Earnings announcements and option returns

Chung, Sung Gon; Louis, Henock - In: Journal of empirical finance 40 (2017), pp. 220-235

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Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading

Chiang, Chin-Han; Chung, Sung Gon; Louis, Henock - In: Journal of banking & finance 76 (2017), pp. 65-73

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Insider Trading, Stock Return Volatility, and the Option Market's Pricing of the Information Content of Insider Trading

Chiang, Chin-Han - 2016

We find strong evidence that net insider selling is positively associated with future stock return volatility, consistent with insider selling increasing outside investors' uncertainty. The positive effect of net insider selling is significantly stronger when the volatility is measured around...

Persistent link: https://www.econbiz.de/10012977590