The dynamics of informed trading around corporate bankruptcies

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The dynamics of informed trading around corporate bankruptcies

We investigate the dynamics of informed trading both before and after corporate bankruptcy announcements using high frequency data. Our findings reveal that pre-announcement informed selling attenuates subsequent announcement returns, with this effect being weaker for firms receiving extensive pre-a...

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Bibliographic Details
Main Authors:	Viet Anh, Dang, Dinh Trung, Nguyen, Pham, Thu Phuong, Ralf, Zurbruegg
Format:	Journal Article
Published:	Elsevier 2024
Online Access:	http://hdl.handle.net/20.500.11937/94811

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