Empirical evidence on the impact of European insider trading regulations
comunitat-uji-handle:10234/25884
comunitat-uji-handle2:10234/25938
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http://hdl.handle.net/10016/7068 |
Metadades
Títol
Empirical evidence on the impact of European insider trading regulationsData de publicació
1995-10Resum
We evaluate in this artic1e the impact of the regulations on insider trading introduced between 1988 and 1994 on ten European securities markets. We consider the temporal behavior and the distributions of abnormal ... [+]
We evaluate in this artic1e the impact of the regulations on insider trading introduced between 1988 and 1994 on ten European securities markets. We consider the temporal behavior and the distributions of abnormal returns, market models, and time series models of time-varying mean returns and volatility, and conclude that the bulk of the evidence suggests that these regulationsı have had little (if any) impact on the series of returns of the markets in our sample. [-]
Paraules clau / Matèries
Col·lecció
UC3M Working papers. Business Economics95-46-06
Tipus de document
info:eu-repo/semantics/workingPaperDrets d'accés
http://rightsstatements.org/vocab/CNE/1.0/
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess