INSIDER TRADING AND VOLUNTARY DISCLOSURE

DOI10.1142/S0219024908004750MaRDI QIDQ3521601zbMATH OpenOpenAlexFDO

Authors Philippe Grégoire

Publication date 26 August 2008

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219024908004750

zbMATH Keywords

disclosurediscretionary liquidity tradinginsider trading

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

• Voluntary information disclosure with heterogeneous beliefs
• Public Disclosure and Dissimulation of Insider Trades
• Public disclosure, information leakage, and strategic trading
• Regulating Insider Trading When Investment Matters *
• Risk aversion, public disclosure, and long-lived information

Cites work

• Continuous Auctions and Insider Trading
• Insider trading with correlated signals

Cited in

(17)

• The informational content of insider trading disclosures: empirical results for the Polish stock market
• Public disclosure, information leakage, and strategic trading
• Voluntary disclosure in bilateral transactions
• Risk aversion, mandatory disclosure and the concealment of information
• Disclosure, competition, and learning from asset prices
• Voluntary information disclosure with heterogeneous beliefs
• Asset markets with insider trading disclosure rule and reselling constraint: an experimental analysis
• Revisiting advance disclosure of insider trading
• Public Disclosure and Dissimulation of Insider Trades
• Regulating Insider Trading When Investment Matters *
• Multi-firm voluntary disclosures for correlated operations
• Viable insider markets
• Disclosures and Asset Returns
• On the voluntary disclosure of redundant information
• The kind of silence: managing a reputation for voluntary disclosure in financial markets
• Overconfidence, public disclosure and long-lived information
• The impact of voluntary disclosure on a firm's investment policy

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