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Insider Trading And Stock Volatility
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Book Synopsis Does Insider Trading Raise Market Volatility? by : Mr.Julan Du
Download or read book Does Insider Trading Raise Market Volatility? written by Mr.Julan Du and published by International Monetary Fund. This book was released on 2003-03-01 with total page 43 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 volatility of the underlying fundamentals (volatility of real output and of monetary and fiscal policies). Moreover, the effect of insider trading is quantitively significant when compared with the effect of economic fundamentals.
Book Synopsis Insider Trading and Stock Volatility by : Tsz-Wa Tam
Download or read book Insider Trading and Stock Volatility written by Tsz-Wa Tam and published by . This book was released on 2004 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :New York Stock Exchange. Market Volatility and Investor Confidence Panel Publisher : ISBN 13 : Total Pages :396 pages Book Rating :4.:/5 ( download)
Book Synopsis Market Volatility and Investor Confidence by : New York Stock Exchange. Market Volatility and Investor Confidence Panel
Download or read book Market Volatility and Investor Confidence written by New York Stock Exchange. Market Volatility and Investor Confidence Panel and published by . This book was released on 1990 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Insider Trading, Stock Return Volatility, and the Option Market's Pricing of the Information Content of Insider Trading by : Chin-Han Chiang
Download or read book Insider Trading, Stock Return Volatility, and the Option Market's Pricing of the Information Content of Insider Trading written by Chin-Han Chiang and published by . This book was released on 2016 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: We find strong evidence that net insider selling is positively associated with future stock return volatility, consistent with insider selling increasing outside investors' uncertainty. The positive effect of net insider selling is significantly stronger when the volatility is measured around the earnings announcement. Apparently, option prices do not fully reflect the information content of insider trading for future volatility. More specifically, we find no evidence that option traders adjust the implied volatility for the insider trading effect in a timely manner. Consequently, net insider selling is significantly associated with future option straddle returns and delta neutral returns.
Book Synopsis Investment Intelligence from Insider Trading by : H. Nejat Seyhun
Download or read book Investment Intelligence from Insider Trading written by H. Nejat Seyhun and published by MIT Press. This book was released on 2000-02-28 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn how to profit from information about insider trading. The term insider trading refers to the stock transactions of the officers, directors, and large shareholders of a firm. Many investors believe that corporate insiders, informed about their firms' prospects, buy and sell their own firm's stock at favorable times, reaping significant profits. Given the extra costs and risks of an active trading strategy, the key question for stock market investors is whether the publicly available insider-trading information can help them to outperform a simple passive index fund. Basing his insights on an exhaustive data set that captures information on all reported insider trading in all publicly held firms over the past twenty-one years—over one million transactions!—H. Nejat Seyhun shows how investors can use insider information to their advantage. He documents the magnitude and duration of the stock price movements following insider trading, determinants of insiders' profits, and the risks associated with imitating insider trading. He looks at the likely performance of individual firms and of the overall stock market, and compares the value of what one can learn from insider trading with commonly used measures of value such as price-earnings ratio, book-to-market ratio, and dividend yield.
Book Synopsis Insider Trading, Volatility of Stock Price and Information Asymmetry by : Yongdong Shi
Download or read book Insider Trading, Volatility of Stock Price and Information Asymmetry written by Yongdong Shi and published by . This book was released on 2004 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the samples of stocks which has experienced insider trading in Chinese security market, this article analysis the current characteristics of the insider trading in Chinese security market. It makes empirical description of the insider trading in the follows: the effect of insider trading on the stock price, the abnormal return or disgorgement of insider traders, the impact of insider trading on the information asymmetry in trading. At the last, we develop the policy suggestions against the insider trading.
Book Synopsis Options Volatility Trading: Strategies for Profiting from Market Swings by : Adam Warner
Download or read book Options Volatility Trading: Strategies for Profiting from Market Swings written by Adam Warner and published by McGraw Hill Professional. This book was released on 2009-10-13 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: How to collect big profits from a volatile options market Over the past decade, the concept of volatility has drawn attention from traders in all markets across the globe. Unfortunately, this scrutiny has also created a proliferation of myths about what volatility means and how it works. Options Volatility Trading deconstructs some of the common misunderstandings about volatility trading and shows you how to successfully manage an options trading account and investment portfolio with expertise. This reliable guidebook provides an in-depth look at the volatility index (VIX) and demonstrates how to use it in conjunction with other analytical tools to determine an accurate measure of investor sentiment. However, recognizing a trend isn’t enough. In order to give you everything you need to profit in the options market, Options Volatility Trading also features: Detailed analysis of historical volatility patterns in the context of trading activity Insights into the behavioral psychology of trading volatility Revealing examinations of market noise that distorts exploitable anomalies Author Adam Warner, a recognized trading strategist and financial writer, sheds light on the required mathematics by thoroughly covering options Greeks and building a solid foundation for more advanced options and volatility concepts. He explains how to diversify your investment choices using the latest trading vehicles on the market, including exchange traded funds (ETFs), which offer exceptional money-earning potential for volatility traders. Applying the conceptual lessons in this in-depth book, you will be able to identify, collect, and process the abundance of data available every day in order to time the markets like a pro, as well as develop your own toolbox of best practices and time-tested strategies for locking in big profits from dramatic shifts in investor sentiment. Most importantly, Options Volatility Trading provides you with a go-to resource of dependable guidelines that will help you become a successful volatility trader in options and any other market.
Book Synopsis Aggregate Insider Trading and Stock Market Volatility in the UK by : Guglielmo Maria Caporale
Download or read book Aggregate Insider Trading and Stock Market Volatility in the UK written by Guglielmo Maria Caporale and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the relationship between aggregate insider trading (AIT) and stock market volatility using monthly data on insider transactions by UK executives in public limited companies for the period January 2002 - December 2020. More specifically, a Vector Autoregression (VAR) model is estimated and Impulse Response analysis as well as Forecast Error Variance Decomposition are carried out. The main finding is that higher AIT (more specifically, insider purchases) leads to a short-run increase in stock market volatility; this can be attributed to a combination of insiders manipulating the timing and content of the information they release and the revelation of new economy-wide information to the market. The UK being a well-regulated market, it is plausible that the main driver of the increase in stock market volatility should be the information effect. These results are shown to be robust to using alternative (direct) measures of AIT.
Download or read book Insider Trading written by Paul U. Ali and published by CRC Press. This book was released on 2008-08-22 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Insider trading has long been considered an endemic feature of the world's financial markets. It is unsurprising that the recent growth in mergers and acquisitions worldwide has been accompanied by a growth in insider trading, on a scale not witnessed since the 1980's takeovers boom. Insider Trading: Global Developments and Analysis brings together the latest law and finance research on insider trading. It provides expert coverage on the established US, European, and Asia-Pacific securities markets, as well as the key emerging markets of Brazil and the greater China region. Providing high interest and up-to-date content, the book features several recent cases, including that of Martha Stewart.
Book Synopsis Research Handbook on Insider Trading by : Stephen M. Bainbridge
Download or read book Research Handbook on Insider Trading written by Stephen M. Bainbridge and published by Edward Elgar Publishing. This book was released on 2013-01-01 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: In most capital markets, insider trading is the most common violation of securities law. It is also the most well known, inspiring countless movie plots and attracting scholars with a broad range of backgrounds and interests, from pure legal doctrine to empirical analysis to complex economic theory. This volume brings together original cutting-edge research in these and other areas written by leading experts in insider trading law and economics. The Handbook begins with a section devoted to legal issues surrounding the USÕs ban on insider trading, which is one of the oldest and most energetically enforced in the world. Using this section as a foundation, contributors go on to discuss several specific court cases as well as important developments in empirical research on the subject. The Handbook concludes with a section devoted to international perspectives, providing insight into insider trading laws in China, Japan, Australia, New Zealand, the United Kingdom and the European Union. This timely and comprehensive volume will appeal to students and professors of law and economics, as well as scholars, researchers and practitioners with an interest in insider trading.
Book Synopsis Volatility Effects of Institutional Trading in Foreign Stocks by : Chiraphol N. Chiyachantana
Download or read book Volatility Effects of Institutional Trading in Foreign Stocks written by Chiraphol N. Chiyachantana and published by . This book was released on 2013 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the impact of institutional trades on volatility in international stocks across 43 countries. There is a temporary volatility spike during the trade execution period, merely reflecting the price impact costs faced by the institutions. Cross sectional regressions suggest that trade imbalances, enforcement of insider trading laws, stock prices, and an emerging market classification are positively associated with temporary volatility increases whereas the presence of market makers and better shareholders' rights dampen such increases. In the long term, institutional trades do not destabilize markets as the levels of volatility after their trades are almost identical to their pre-decision levels.
Book Synopsis The Rules of the Game by : Penelope B. Wellington
Download or read book The Rules of the Game written by Penelope B. Wellington and published by Xspurts.com. This book was released on with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt: ISBN: 9781991093158
Book Synopsis Beast on Wall Street by : Robert A. Haugen
Download or read book Beast on Wall Street written by Robert A. Haugen and published by Pearson. This book was released on 1999 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is now abundantly clear that stock volatility is a contagious disease that spreads virulently from market to market around the world. Price changes in one market drive subsequent price changes in that market as well as in others. In Beast, Haugen makes a compelling case for the fact that even under normal conditions, fully 80 percent of stock volatility is price driven. Moreover, this volatility is far from benign. It acts to reduce the level of investment spending and constitutes a significant and permanent drag on economic growth. Price-driven volatility is unstable. Dramatic and unpredictable explosions in price-driven volatility can send stock markets in a downward spiral and cause significant disruptions in economic activity. Haugen argues that this indeed happened in 1929 and 1930. If volatility in Asian markets persists, it can easily become the source of the problem rather than merely a symptom.
Book Synopsis Volatility and Openness of Emerging Markets by : Vince Hooper
Download or read book Volatility and Openness of Emerging Markets written by Vince Hooper and published by . This book was released on 1996 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Relative Idiosyncratic Volatility and the Timing of Corporate Insider Trading by : Jasmin Gider
Download or read book Relative Idiosyncratic Volatility and the Timing of Corporate Insider Trading written by Jasmin Gider and published by . This book was released on 2016 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates whether corporate insiders trade when asymmetric information is high, using data on U.S. corporate insider transactions between 1986 and 2012. The key innovation of this paper is our proxy for asymmetric information relivol which measures deviations of idiosyncratic volatility from a firm's normal level. Our findings indicate that relivol positively predicts insider purchases, which indicates that insiders buy shares when their informational advantage is high. However, insiders appear to sell less if relivol is high, which is consistent with existing evidence on sales being driven by alternative, non-information related trading motives such as liquidity or diversification needs. Further, we find that profits are significantly higher when insiders buy during periods of high relivol, but not when they sell shares.
Book Synopsis Changes in Trading Activity Following Stock Splits and Their Impact on Volatility and the Adverse Information Component of the Bid-ask Spread by : A. S. Desai
Download or read book Changes in Trading Activity Following Stock Splits and Their Impact on Volatility and the Adverse Information Component of the Bid-ask Spread written by A. S. Desai and published by . This book was released on 1996 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Trader's Handbook by : Xavier I. Kingsley
Download or read book The Trader's Handbook written by Xavier I. Kingsley and published by Xspurts.com. This book was released on 101-01-01 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: ISBN: 9781991093172
