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3. Corwin-Schultz bid-ask spread estimator in the Brazilian stock market. (2016). Ripamonti, Alexandre.
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4. Price clustering and the stability of stock prices. (2016). Griffith, Todd ; Blau, Benjamin.
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5. New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika.
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6. The Volatility of Bid-Ask Spreads. (2015). Whitby, Ryan ; Blau, Benjamin.
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7. Spread determinants and the day-of-the-week effect. (2014). Narayan, Seema ; Mishra, Sagarika.
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8. The information content of option ratios. (2014). Whitby, Ryan ; Blau, Benjamin ; Nguyen, Nga.
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9. Short Sales and Option Listing Decisions. (2014). Blau, Benjamin ; Brough, Tyler J..
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10. Why are Stock Splits Declining?. (2014). Minnick, Kristina ; Raman, Kartik.
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1. Local gambling preferences and insider trading profits: Evidence from China. (2025). Wu, Dixin ; Tong, Jiarui.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001436.

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2. Insider filings as trading signals — Does it pay to be fast?. (2025). Oenschlger, Eike ; Mllenhoff, Steffen.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015435.

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3. Does social trust mitigate insiders opportunistic behaviors? Evidence from insider trading. (2024). Tian, Yonggang ; Wang, Xiuhua ; Fu, Panpan ; Ma, Chaoqun.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001023.

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4. A Dilemma of Self-interest vs. Ethical Responsibilities in Political Insider Trading. (2023). Park, Jung Chul ; Hanousek, Jan ; Jo, Hoje ; Pantzalis, Christos.
   In: Journal of Business Ethics.
   RePEc:kap:jbuset:v:187:y:2023:i:1:d:10.1007_s10551-022-05265-0.

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5. Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability. (2023). Chen, Shenglan ; Wu, Qiang ; Ma, Hui ; Zhang, Hao.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300038x.

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6. Neighbors in space: Satellite imagery and Chinese B-share discount. (2023). Zuo, Zhengyu ; Dai, Yue ; Chen, Minhao.
   In: China Economic Review.
   RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001487.

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7. Filtration enlargement‐based time series forecast in view of insider trading. (2023). Hu, Wei ; Bennett, Luke M.
   In: Journal of Economic Surveys.
   RePEc:bla:jecsur:v:37:y:2023:i:1:p:112-140.

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8. Aggregate insider trading and future market returns in the United States, Europe, and Asia. (2022). , Maximilian ; Malliouris, Dennis D ; Vermorken, Alphons T.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:802-821.

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9. The performance of corporate legal insider trading in the Korean market. (2022). Mazza, Paolo ; Ruh, Benjamin.
   In: International Review of Law and Economics.
   RePEc:eee:irlaec:v:71:y:2022:i:c:s0144818822000321.

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10. The market impact of private information before corporate Announcements: Evidence from Turkey. (2022). Simsir, Serif Aziz ; Simsek, Koray D.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001007.

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11. Insider trading on Ottoman sovereign default: The Ottoman General Debt Bond at European and İstanbul financial markets. (2022). Göktan, Mehmet ; Goktan, Mehmet Gokhan ; Hanedar, Elmas Yaldiz.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000836.

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12. INSIDER TRADING, STOCK VOLATILITY, AND MARKET LIQUIDITY IN THE KOREAN CAPITAL MARKET. (2022). Gyungmin, Pyo.
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:17:y:2022:i:3:p:175-189.

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13. Corporate legal insider trading in China: Performance and determinants. (2021). Wang, Shiyu ; Mazza, Paolo.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:68:y:2021:i:c:s014481882100048x.

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14. The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan. (2021). Zhou, Rui Jie ; Chu, Chien Chi ; Yi, Chiao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:1043-1057.

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15. Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625.

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16. Network centrality and value relevance of insider trading: Evidence from Europe. (2021). Martikainen, Minna ; Afzali, Mansoor.
    In: The Financial Review.
    RePEc:bla:finrev:v:56:y:2021:i:4:p:793-819.

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17. The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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18. Strategic insider trading around earnings announcements in Australia. (2020). Katselas, Dean.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:4:p:3709-3741.

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19. Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev.
    In: PhD Thesis.
    RePEc:uts:finphd:34.

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20. Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev.
    In: PhD Thesis.
    RePEc:uts:finphd:1-2017.

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21. Impact of managerial ability and firm-specific variables on insider’s abnormal returns. (2017). Arora, Shallu ; Sharma, Meena ; Vashisht, A K.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:44:y:2017:i:4:d:10.1007_s40622-017-0167-3.

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22. Does director trading change the information environment?. (2017). .
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:42:y:2017:i:2:p:205-229.

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23. Competition in the stock market with asymmetric information. (2017). Wang, Kun Tracy.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:40-49.

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24. How Insiders’ Personal Incentives and Timeliness of Information Revelation are Related to Their Sales Timing. (2016). Yeh, Yin-Hua ; Yang, Ya-Wei ; Shu, Pei-Gi.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:19:y:2016:i:02:n:s0219091516500090.

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25. Legal insider trading and stock market liquidity. (2016). Lefebvre, Jérémie ; Degryse, Hans ; de Jong, Frank.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1f14bad3-7bb3-4fd2-bb4d-b9f160cc86eb.

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26. Legal Insider Trading and Stock Market Liquidity. (2016). Lefebvre, Jérémie ; Degryse, Hans ; Jong, Frank.
    In: De Economist.
    RePEc:kap:decono:v:164:y:2016:i:1:d:10.1007_s10645-015-9261-0.

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27. Relative idiosyncratic volatility and the timing of corporate insider trading. (2016). Gider, Jasmin ; Westheide, Christian.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:39:y:2016:i:c:p:312-334.

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28. On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly. (2015). Trottier, Kim ; Hrazdil, Karel ; Chung, Dennis Y.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:153-167.

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29. An Empirical Analysis of Legal Insider Trading in The Netherlands. (2014). Lefebvre, Jérémie ; Degryse, Hans ; Jong, Frank.
    In: De Economist.
    RePEc:kap:decono:v:162:y:2014:i:1:p:71-103.

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30. Does high-quality corporate communication reduce insider trading profitability?. (2014). van Cauwenberge, Philippe ; Bauwhede, Heidi Vander ; Van Geyt, Debby .
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:37:y:2014:i:c:p:1-14.

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31. THE MARKET RESPONSE TO INSIDER SALES OF RESTRICTED STOCK VERSUS UNRESTRICTED STOCK. (2014). Li, XU ; Urcan, Oktay ; Vargus, Mark E. ; Franzen, Laurel.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:37:y:2014:i:1:p:99-118.

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32. Strong Financial Laws Without Strong Enforcement: Is Good Law Always Better than No Law?. (2013). Humpheryjenner, Mark.
    In: Journal of Empirical Legal Studies.
    RePEc:wly:empleg:v:10:y:2013:i:2:p:288-324.

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33. Opportunistic insider trading. (2013). Visaltanachoti, Nuttawat ; Tirapat, Sunti.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:1046-1061.

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34. Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?. (2013). Korczak, Adriana ; Fidrmuc, Jana P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:1915-1935.

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35. Speed of convergence to market efficiency: The role of ECNs. (2012). Hrazdil, Karel ; Chung, Dennis Y..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720.

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36. The effects of ownership and stock liquidity on the timing of repurchase transactions. (2012). Simkovic, Michael ; Espenlaub, Susanne ; Khurshed, Arif ; de Cesari, Amedeo.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:18:y:2012:i:5:p:1023-1050.

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37. Insightful Insiders? Insider Trading and Stock Return Around Debt Covenant Violation Disclosures. (2011). Lont, David ; Griffin, Paul ; McClune, Kate.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:4088.

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38. Specialists as risk managers: The competition between intermediated and non-intermediated markets. (2011). Mao, Wen ; Pagano, Michael S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:51-66.

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39. Serial acquirer bidding: An empirical test of the learning hypothesis. (2011). Roll, Richard ; Aktas, Nihat ; de Bodt, Eric.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:17:y:2011:i:1:p:18-32.

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40. Convergence to market efficiency of top gainers. (2010). Su, Yong-Chern ; Hsu, Ming-Wei ; Huang, Han-Ching.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2230-2237.

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41. Detecting insider trading: The theory and validation in Korea Exchange. (2010). Park, Young S. ; Lee, Jaehyun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2110-2120.

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42. Aggregate insider trading: Contrarian beliefs or superior information?. (2010). Jiang, Xiaoquan ; Zaman, Mir A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1225-1236.

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43. Informed arbitrage with speculative noise trading. (2010). Wang, Albert F..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:304-313.

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44. Liquidity skewness. (2010). Subrahmanyam, Avanidhar ; Roll, Richard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:10:p:2562-2571.

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45. Liquidity and market efficiency: A large sample study. (2010). Hrazdil, Karel ; Chung, Dennis.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:10:p:2346-2357.

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46. Liquidity and market efficiency: Analysis of NASDAQ firms. (2010). Hrazdil, Karel ; Chung, Dennis Y..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:3:p:262-274.

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47. The relationship between volatility and volume on the Istanbul stock exchange. (2009). Tuzunturk, Selim.
    In: International Journal of Sustainable Economy.
    RePEc:ids:ijsuse:v:1:y:2009:i:3:p:289-304.

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