Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Eyssell, Thomas H.
and
Arshadi, Nasser
1993.
INSIDERS, OUTSIDERS, OR TREND CHASERS?: AN INVESTIGATION OF PRE‐TAKEOVER TRANSACTIONS IN THE SHARES OF TARGET FIRMS.
Journal of Financial Research,
Vol. 16,
Issue. 1,
p.
49.
Murray, Paul G.
1994.
Pre-announcement share price run-ups and abnormal trading volume in takeover target's shares: A test of the market speculation hypothesis.
Pacific-Basin Finance Journal,
Vol. 2,
Issue. 2-3,
p.
319.
Palman, Oded
Sun, Huey‐Lian
and
Tang, Alex P.
1994.
The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume.
Financial Review,
Vol. 29,
Issue. 3,
p.
395.
Agrawal, Anup
and
Jaffe, Jeffrey F.
1995.
Does Section 16b deter insider trading by target managers?.
Journal of Financial Economics,
Vol. 39,
Issue. 2-3,
p.
295.
Bettis, Carr
Vickrey, Don
and
Vickrey, Donn W.
1997.
Mimickers of Corporate Insiders Who Make Large-Volume Trades.
Financial Analysts Journal,
Vol. 53,
Issue. 5,
p.
57.
Bris, Arturo
1998.
When Do Bidders Purchase a Toehold? Theory and Tests.
SSRN Electronic Journal ,
Hutson, Elaine
2000.
Takeover targets and the probability of bid success.
International Review of Financial Analysis,
Vol. 9,
Issue. 1,
p.
45.
Jabbour, Alain R.
Jalilvand, Abolhassan
and
Switzer, Jeannette A.
2000.
Pre-bid price run-ups and insider trading activity.
International Review of Financial Analysis,
Vol. 9,
Issue. 1,
p.
21.
Bettis, J.C
Coles, J.L
and
Lemmon, M.L
2000.
Corporate policies restricting trading by insiders.
Journal of Financial Economics,
Vol. 57,
Issue. 2,
p.
191.
Jayaraman, Narayanan
Frye, Melissa B.
and
Sabherwal, Sanjiv
2001.
Informed Trading around Merger Announcements: An Empirical Test Using Transaction Volume and Open Interest in Options Market.
Financial Review,
Vol. 36,
Issue. 2,
p.
45.
Yang, Taewon
and
Branch, Ben S
2001.
Merger Arbitrage.
The Journal of Alternative Investments,
Vol. 4,
Issue. 2,
p.
17.
Chae, Joon
2001.
Timing Information, Information Asymmetry, and Trading Volume.
SSRN Electronic Journal ,
Farinós Viñas, José Emilio
Garcia, C. Jose
and
Ibáñez, Ana M.
2002.
Insider Trading and Market Behaviour Around Takeover Announcements in the Spanish Market.
SSRN Electronic Journal ,
Bris, Arturo
2002.
Toeholds, takeover premium, and the probability of being acquired.
Journal of Corporate Finance,
Vol. 8,
Issue. 3,
p.
227.
Maloney, Michael T
and
Mulherin, J.Harold
2003.
The complexity of price discovery in an efficient market: the stock market reaction to the Challenger crash.
Journal of Corporate Finance,
Vol. 9,
Issue. 4,
p.
453.
Bris, Arturo
2005.
Do Insider Trading Laws Work?.
European Financial Management,
Vol. 11,
Issue. 3,
p.
267.
CHAE, JOON
2005.
Trading Volume, Information Asymmetry, and Timing Information.
The Journal of Finance,
Vol. 60,
Issue. 1,
p.
413.
King, Michael R.
and
Padalko, Maksym
2005.
Pre-Bid Run-ups Ahead of Canadian Takeovers: How Big is the Problem?.
SSRN Electronic Journal ,
Arnold, Tom
Erwin, Gayle
Nail, Lance
and
Nixon, Terry
2006.
Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements.
International Review of Financial Analysis,
Vol. 15,
Issue. 3,
p.
247.
Aktas, Nihat
de Bodt, Eric
Declerck, Fany
and
Van Oppens, Hervé
2007.
The PIN anomaly around M&A announcements.
Journal of Financial Markets,
Vol. 10,
Issue. 2,
p.
169.