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...
| Autore principale: | Wei, Shang-Jin |
|---|---|
| Altri autori: | Du, Julan |
| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2003.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 2003/051 |
| Accesso online: | Full text available on IMF |
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