The informational content of insider trading disclosures: empirical results for the Polish stock market
From MaRDI portal
Publication:1011842
DOI10.1007/s10100-006-0016-5zbMath1158.91467OpenAlexW2039248418MaRDI QIDQ1011842
Publication date: 14 April 2009
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10100-006-0016-5
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Market efficiency of the post communist East European stock markets ⋮ Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi ⋮ Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange ⋮ Say anything you want about me if you spell my name right: the effect of Internet searches on financial market ⋮ Multi-feature evaluation of financial contagion
Cites Work
This page was built for publication: The informational content of insider trading disclosures: empirical results for the Polish stock market