Market Efficiency and Insider Trading: New Evidence

The relationship between return and market value of common stocks

1981 • 6,052 citations

Measuring security price performance

1980 • 3,397 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

Special Information and Insider Trading

1974 • 1,307 citations

Foundations of Finance.

1977 • 1,197 citations

Risk and return: The case of merging firms

1974 • 927 citations

INSIDERS AND MARKET EFFICIENCY

1976 • 509 citations

Insider Trading and the Stock Market

1967 • 464 citations

Dividend information, stock returns and market efficiency-II

1978 • 435 citations

The Information Content of Aggregate Insider Trading

1988 • 355 citations

Predictive and Statistical Properties of Insider Trading

1968 • 298 citations

The Effect of Regulation Changes on Insider Trading

1974 • 231 citations

Insiders' Activity and Inside Information: A Multivariate Analysis

1976 • 80 citations

Anomalies in Security Returns and the Specification of the Market Model

1984 • 20 citations