How Much Does an Illegal Insider Trade?

Frino, Alex; Satchell, Stephen; Wong, Brad; Zheng, Hui

doi:10.2139/ssrn.1567764

Cited by 4 publications

(5 citation statements)

References 31 publications

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“…() examining insider trading regulation in emerging markets, Frino et al . () attempting to quantify the extent of illegal insider trading that takes place, Tirapat and Visaltanachoti () examining opportunistic insider trading in Thailand and Goncharov et al . () providing some comparative international evidence on insider trading.…”

Section: Relevance To Practicementioning

confidence: 99%

Fifty years of finance research in the Asia Pacific Basin

Benson

Faff

Smith

2014

Accounting & Finance

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In this paper, we review the history of scholarly finance research in the Asia Pacific Basin. We do this by analysing the four leading regional finance journals -Accounting and Finance, Australian Journal of Management, International Review of Finance and the Pacific-Basin Finance Journalalong five dimensions. The five dimensions are the most cited papers, noted authors, impact in terms of practice, research areas and a breakdown in terms of the development of the field according to Kuhnian concepts of normal science, anomalies and extraordinary science. We show that the Asia Pacific journals make a crucial contribution to research and practice both in the region and internationally.

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Section: Relevance To Practicementioning

confidence: 99%

Fifty years of finance research in the Asia Pacific Basin

Benson

Faff

Smith

2014

Accounting & Finance

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“…The event study methodology makes it possible to verify whether cybercriminals are involved in insider trading. This is important because of the price impact of such a trade [46] and the link between the size of an illegal insider's trade and the value of his private information the probability of detection and the expected penalty if detected [47]. Event study methodology has been widely used in banking and finance literature (see [27] and [48]).…”

Section: The Casementioning

confidence: 99%

Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest

Colivicchi¹,

Vignaroli²

2019

JMF

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This paper wants to analyse the cyber-risk impact on economy in particular on the returns of the companies suffering information braches. The problem has become very interesting in recent years in the literature for the large dependence of the business with cyber world. The analysis focuses on event study in which the impact of cyber-attacks on stock prices of selected companies is investigated. Cyber-risk phenomenon is processed considering a portfolio of targeted assets, in order to analyse their correlation. Risk measures, such as VaR, will be evaluated and backtested using different methods to monitor which one is able to better capture this type of riskiness.

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“…The work by Frino et al (2013) differs from prior work discussed above in that it examines the behaviour of insiders using data on illegal trades prosecuted by the SEC in the United States. They find (i) a positive relationship between the volume traded by the insiders and the subsequent price change in the security; and (ii) a negative relationship between the imposed sanction and volume traded by insiders.…”

Section: Restrictions On Trading By Insidersmentioning

confidence: 99%

A review of research on regulation changes in the Asia‐Pacific region

Chang

Jackson

Wee

2017

Accounting & Finance

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In this study, we review the financial research on regulation in the Asia-Pacific region. We do this by analysing six leading regional accounting and finance journals -Abacus, Accounting & Finance, Australian Accounting Review, Australian Journal of Management, International Review of Finance and the Pacific-Basin Finance Journal. We identify five main themes of regulation research relating to: (i) banking and financial institutions, (ii) markets and trading, (iii) corporate governance, (iv) disclosure and (v) accounting standard setting. Our paper synthesises the regional literature in these areas and provide some suggestions for future directions.

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How Much Does an Illegal Insider Trade?

Cited by 4 publications

References 31 publications

Fifty years of finance research in the Asia Pacific Basin

Fifty years of finance research in the Asia Pacific Basin

Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest

A review of research on regulation changes in the Asia‐Pacific region

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