Investment intelligence from insider trading /

Main Author: Seyhun, Hasan Nejat, 1954-
Format: Book
Language:English
Published: Cambridge, Mass. : MIT Press, c1998.
Subjects:
Table of Contents:
  • 1. Insider-trading patterns
  • 2. Does insider trading predict futurestock returns?
  • 3. A stock-picking strategy
  • 4. Predicting future market returns
  • 5. Crash of October 1987 and insider trading
  • 6. Dividend yields and insider trading
  • 7. Dividend initiations
  • 8. Earnings announcements
  • 9. Price-earnings ratio
  • 10. Book-to-marketratio
  • 11. Insider trading in target firms
  • 12. Insider trading inbidder firms
  • 13. Momentum and mean reversion
  • 14. Implementationand conclusions.