Efectos de la regulación bursátil sobre la eficiencia de los mercados de valores: comparación entre España y Reino Unido

• Autores: Esther B. del Brío González, Alberto de Miguel Hidalgo, José Elias Tobar
• Localización: Revista española de financiación y contabilidad, ISSN 0210-2412, Nº 146, 2010, págs. 321-342
• Idioma: español
• DOI: 10.1080/02102412.2010.10779684
• Títulos paralelos:
  • The impact of the stock market regulation on the level of market efficiency: comparison between Spain and UK
• Texto completo no disponible (Saber más ...)
• Dialnet Métricas: 3 Citas
• Referencias bibliográficas
  • AKTAS, N.; BODT, E. DE, Y COUSIN, J. 2007. Event studies with a contaminated estimation period. Journal of Corporate Finance 13:1, 129-145.
  • AZOFRA, V., Y VALLELADO, E. 1994. Rentabilidad y riesgo de los valores bursátiles tras el inicio del mercado de opciones sobre el Ibex35....
  • BETTIS, C.; COLES, J., Y LEMMON, M. 2000. Corporate policies restricting trading by insiders. Journal of Finance Economics, 57:191-220.
  • BHATTACHARYA, U., Y DAOUK, H. 2002. The world price of insider trading. The Journal of Finance 57:75-102.
  • CLACHER, I.; HILLIER, D., Y LHAOPADCHAN, S. 2009. Negociación e títulos con información confidencial: una revisión de la literatura. Revista...
  • DEL BRIO, E., Y MIGUEL, A. 2010. Dividends and market signaling: An analysis of corporate insider trading. European Financial Management,...
  • DEL BRIO, E.; MIGUEL, A. DE, Y PEROTE, J. 2002. An investigation of insider trading profits in the Spanish Stock Market. The Quarterly Review...
  • DEL BRIO, E.; PEROTE, J., Y PINDADO, J. 2003. Measuring the impact of corporate investment announcements on shares prices. Journal of Business...
  • DODD, P., Y WARNER, J. B. 1983. On corporate governance. A study of proxy contests. Journal of Financial Economics 11:401-438.
  • FIDRMUC, J. P.; GOERGEN, M., Y RENNEBOOOG, L. 2006. Insider trading, news releases and ownership concentration. Journal of Finance 61(6):2931-2973.
  • FRIEDERICH, S.; GREGORY, A.; MATATKO, J., Y TONKS, I. 2002. Short-run returns around the trades of corporate insiders on the London Stock...
  • GREGORY, A.; MATATKO, J., Y TONKS, I. 1997. Detecting information from directors, trades: signal definition y variable size effects. Journal...
  • GREGORY, A.; MATATKO, J.; TONKS, I., Y PURKIS, R. 1994. UK directors, trading: the impact of dealing in smaller firms. Economic Journal 104:37-53.
  • GÓMEZ-SALA, J. C. 2001. Rentabilidad y liquidez alrededor de la fecha de desdoblamiento de las acciones. Investigaciones Económicas 251:171-202.
  • HILLIER, D., Y MARSHALL, A. P. 2002. Ban or not Ban? Exchange regulation and corporate insider trading. Journal of Corporate Finance 8:393-410.
  • HILLIER, D., Y MARSHALL, A. P. 2002. The market evaluation of information in directors, trades. Journal of Business Finance & Accounting...
  • JAFFE, J. 1974. Special information and insider trading. Journal of Business 47:410-428.
  • JENG, L. A.; METRICK, A., Y ZECKHAUSER, R. 2002. Estimating the returns to insider trading: a performance-evaluation perspective. Review of...
  • KE, B.; HUDDART, S., Y PETRONI, K. 2003. What insiders know about future earnings and how they use it: evidence from insider trades. Journal...
  • LAKONISHOK, J., Y LEE, I. 2001. Are insider trades informative? The Review of Financial Studies 14:79-91.
  • LEÓN, A., Y MORA, J. 1999. Modelling conditional heteroskedasticity: application to the IBEX 35 stock return index. Spanish Economic Review...
  • LIN, J., Y HOWE, J. S. 1990. Insider trading in the OTC market. Journal of Finance 55(4):1273-1284.
  • MADURA, J., Y WIANT, K. 1995. Information content of bank insider trading. Applied Financial Economics 5(5):219-227.
  • MANNE, H. 1966. Insider trading and the stock market. New York: The Free Press.
  • MANNE, H. 2005. Insider trading: Hayek, virtual markets, and the dog that did not bark, ICER Working Paper (http://www.icer.it/docs/wp2005/ICERwp7-05.pdf)...
  • MASULIS, R. W. 1980. The effects of capital structure change on security prices. A study of exchange offers. Journal of Financial Economics...
  • MCKENZIE, A. M.; THOMSEN, M. R., Y DIXON, B. L. 2004. The performance of event study approaches using daily commodity futures returns. Journal...
  • MIRALLES, J. L.; MIRALLES, M. M., Y MIRALLES, J. L. 2007. Modelos de valoración de activos financieros con riesgo asimétrico. Revista Española...
  • POPE, P. F.; MORRIS, R. C., Y PEEL, D. A. 1990. Insider trading: Some evidence on market efficiency and directorś share dealings in Great...
  • ROZEFF, M., Y ZAMAN, M. 1988. Market efficiency and insider trading: New evidence. Journal of Business 61:25-44.
  • SABATER, A. M., Y GUTIÉRREZ-HITA, C. 2008. Risk aversion, wage bargaining, and short term evolution of the Spanish stock market. VI Workshop...
  • SEYHUN, H. N. 1988. The information content of aggregate insider trading. Journal of Business, 61:1:1-24.
  • SEYHUN, H. N. 1992. The effectiveness of the insidertrading sanctions. The Journal of Law and Economics 35:149-182.
  • SLOVIN, M.; SUSHKA, M., Y POLONCHEK, J. 1991. Restructuring transactions by bank holding companies: The valuation effects of sale-and-leasebacks...