Does Insider Trading Predict Market Returns? Evidence from Aggregate Opportunistic Insider Trades
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference42 articles.
1. Predicting returns with managerial decision variables: Is there a small-sample bias?;M Baker;The Journal of Finance,2006
2. Mimickers of corporate insiders who make largevolume trades;C Bettis;Financial Analysts Journal,1997
3. The world price of insider trading;U Bhattacharya;The Journal of Finance,2002
4. Aggregate insider trading and market returns: The role of transparency;F Brochet;Journal of Business Finance & Accounting,2019
5. Predicting excess stock returns out of sample: Can anything beat the historical average?;J Y Campbell;The Review of Financial Studies,2007
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