Detecting the presence of insider trading via structural break tests

Journal of Banking & Finance - Tập 35 - Trang 2820-2828 - 2011
Jose Olmo1,2, Keith Pilbeam2, William Pouliot2
1Centro Universitario de La Defensa, Academia General Militar, Ctra. Huesca S/N, 50090, Zaragoza, Spain
2Department of Economics, City University London, Northampton Square, London EC1V 0HB, UK

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