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The dog that did not bark: Insider trading and crashes. (2006). Marin, Jose ; Olivier, Jacques.
In: Economics Working Papers.
RePEc:upf:upfgen:948.

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Cited: 2

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Cocites: 32

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  1. Firms vs. insiders as traders of last resort. (2007). Sureda-Gomila, Antoni ; Marin, Jose.
    In: Working Papers.
    RePEc:imd:wpaper:wp2007-21.

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  2. Firms vs. insiders as traders of last resort. (2006). Sureda-Gomila, Antoni ; Marin, Jose.
    In: Economics Working Papers.
    RePEc:upf:upfgen:999.

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References

References cited by this document

  1. Allen, F. and Gale, D. (2000). Bubbles and crisis. The Economic Journal, 110:236255.

  2. Allen, F., Morris, S., and Shin, H. (2003). Beauty contests, bubbles and iterated expectations in asset markets. Discussion Paper 1406, Cowles Foundation.

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  5. Chen, J., Hong, H., and Stein, J. (2001). Forecasting crashes: Trading volume, past returns, and conditional skewness in stock prices. Journal of Financial Economics, 61(3):34581.

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  8. Fidrmuc, J., Goergen, M., and Renneboog, L. (2004). Director share dealings and corporate control. Mimeo, Tilburg University.
    Paper not yet in RePEc: Add citation now
  9. Friederich, S., Gregory, A., Matatko, J., and Tonks, I. (2002). Short-run returns around the trades of corporate insiders on the london stock exchange. European Financial Management, 8(1):730.

  10. Gennotte, G. and Leland, H. (1990). Market liquidity, hedging and crashes. American Economic Review, 80:9991021.

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  12. Hong, H., Scheinkman, J., and Xiong, W. (2005). Asset float and speculative bubbles.

  13. Jeng, L., Metrick, A., and Zeckhauser, R. (2003). Estimating the returns to insider trading: A performance evaluation perspective. The Review of Economics and Statistics, 85(2):45371.

  14. Lakonishok, J. and Lee, I. (2001). Are insider trades informative? The Review of Financial Studies, 14(1):79111.

  15. Marin, J. M. and Rahi, R. (2000). Information revelation and market incompleteness.

  16. Romer, D. (1993). Rational asset-price movements without news. American Economic Review, 83(5):111230.

  17. The Review of Economic Studies, 67(3):563579. Radner, R. (1979). Rational expectations equilibrium: Generic existence and the information revealed by prices. Econometrica, 47(3):655678.

  18. The Review of Financial Studies, 4(2):25582. Cao, H., Coval, J., and Hirshleifer, D. (2002). Sidelined investors, trading-generated news, and security returns. The Review of Financial Studies, 15(2):61548.

  19. Working Paper 11367, NBER. Hong, H. and Stein, J. (2003). Differences of opinion, short-sales constraints, and market creshes. The Review of Financial Studies, 16(2):487525.

  20. Yuan, K. (2005). Asymmetric price movements and borrowing constraints: A rational expectations equilibrium model of crises, contagion, and confusion. The Journal of Finance, 60(1):379411.

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  11. The Dog that Did Not Bark: Insider Trading and Crashes. (2007). Marin, Jose ; Olivier, Jacques.
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  12. The dog that did not bark: Insider trading and crashes. (2006). Marin, Jose ; Olivier, Jacques.
    In: Economics Working Papers.
    RePEc:upf:upfgen:948.

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