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| Author: | Carter, M. L. Mansi, S. A. Reeb, D. M. |
| Title: | Quasi-Private Information and Insider Trading |
| Journal: | Financial Analysts' Journal
2003 : MAY-JUN, VOL. 59:3, p. 60-68 |
| Index terms: | PORTFOLIO MANAGEMENT INSIDER TRADING DISCLOSURE INFORMATION |
| Language: | eng |
| Abstract: | The study addresses the impact of the timing of insider trading announcements on stock prices. Specifically, the authors examine the length of the reporting interval between the insider buying activity and the disclosure of the information to the public. They explored whether the reporting interval is related to the timing and the size of stock price impact. They posited that the longer the time interval between the insider trade and the disclosure of the trade, the greater the potential for pre-announcement stock price run-ups. They also examined whether two types of corporate insiders (CEOs and "others") differ in their dissemination of information (leakage) and their disclosure timing. |
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