Does Insider Trading Raise Market Volatility? /

This paper studies the role of insider trading in explaining cross-country differences in stock market volatility. The central finding is that countries with more prevalent insider trading have more volatile stock markets, even after one controls for liquidity/maturity of the market and the volatili...

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Bibliographic Details
Main Author: Wei, Shang-Jin
Other Authors: Du, Julan
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2003.
Series:IMF Working Papers; Working Paper ; No. 2003/051
Online Access:Full text available on IMF