Aggregate insider trading and stock market volatility in the UK
Year of publication: |
2023
|
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Authors: | Caporale, Guglielmo Maria ; Kyriacou, Kyriacos ; Spagnolo, Nicola |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 89.2023, p. 1-15
|
Subject: | Aggregate insider trading | Impulse responses | Stock market volatility | VAR | Insiderhandel | Insider trading | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Theorie | Theory |
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