Artikels:
Aboody, D., Lev, B. (2000) Information asymmetry, R&D, and insider gains. The Journal of Finance, LV (6), 2747-2766.
Annaert, J., De Ceuster, M., & Verstegen, K. (2013). Are extreme returns priced in the stock market? European evidence. Journal of Banking & Finance.
Arbel, A., Carvell, S., Strebel, P. (1983) Giraffes, institutions and neglected firms. Financial Analyst Journal, 39 (3), 57-63.
Ausubel, Lawrence M. (1990) Insider trading in a rational expectations economy. The American Economic Review, 80 (5), 1022-1041.
Baca, S. P., Garbe, B. L., & Weiss, R. A. (2000). The rise of sector effects in major equity markets. Financial Analysts Journal, 34-40.
Bagehot, W. (1971) The only game in town. Financial Analyst Journal, 27 (2), 12-14, 22.
Bainbridge, Stephen M. (2000) Insider trading: an overview. Te raadplegen op SSRN: http://ssrn.com/abstract=132529 of http://dx.doi.org/10.2139/ssrn.132529
Bainbridge, Stephen M., (2001) The Law and Economics of Insider Trading: A Comprehensive Primer. Te raadplegen op SSRN: http://ssrn.com/abstract=261277 of http://dx.doi.org/10.2139/ssrn.261277
Barber, B. M., & Lyon, J. D. (1996). Detecting abnormal operating performance: The empirical power and specification of test statistics. Journal of financial Economics, 41(3), 359-399.
Barber, B. M., & Lyon, J. D. (1997). Detecting long-run abnormal stock returns: The empirical power and specification of test statistics. Journal of Financial Economics, 43(3), 341-372.
Barber, B. M., & Odean, T. (2001). Boys will be boys: Gender, overconfidence, and common stock investment. The Quarterly Journal of Economics, 116(1), 261-292.
Bebchuk, L.A., Fershtman, C. (1994) Insider trading and the managerial choice among risky projects. Journal of Financial and Quantitative Analysis, 29 (1), 1-14
Bernard, V. L. (1987). Cross-sectional dependence and problems in inference in market-based accounting research. Journal of Accounting Research, 1-48.
Betzer, A., & Theissen, E. (2009). Insider trading and corporate governance: The case of Germany. European Financial Management, 15(2), 402-429.
Brown, S. J., & Warner, J. B. (1985). Using daily stock returns: The case of event studies. Journal of financial economics, 14(1), 3-31.
Campbell, C. J., & Wesley, C. E. (1993). Measuring security price performance using daily NASDAQ returns. Journal of Financial Economics, 33(1), 73-92.
Canina, L., Michaely, R., Thaler, R., & Womack, K. (2002). Caveat Compounder: A Warning about Using the Daily CRSP Equal‐Weighted Index to Compute Long‐Run Excess Returns. The Journal of Finance, 53(1), 403-416.
Cao, C., Field, L. C., & Hanka, G. (2004). Does insider trading impair market liquidity? Evidence from IPO lockup expirations. Journal of Financial and Quantitative Analysis, 39(01), 25-46.
Carlton, Dennis, W., Fischel, Daniel R. (1983) The regulation of insider trading. Stanford Law Review, 35, 867-895.
Cohen, L., Malloy, C., & Pomorski, L. (2012). Decoding inside information. The Journal of Finance, 67(3), 1009-1043.
Cornell, B., & Sirri, E. R. (1992). The reaction of investors and stock prices to insider trading. The Journal of Finance, 47(3), 1031-1059.
Corrado, C. J., & Zivney, T. L. (1992). The specification and power of the sign test in event study hypothesis tests using daily stock returns. Journal of Financial and Quantitative analysis, 27(03), 465-478.
Dimson, E. (1979). Risk measurement when shares are subject to infrequent trading. Journal of Financial Economics, 7(2), 197-226.
Engelen, P.J., Van Liedekerke, L. (2007) The ethics of insider trading revisited. Journal of Business ethics, 74 (4), 497-507.
Fama, E. F., & French, K. R. (2012). Size and book‐to‐market factors in earnings and returns. The Journal of Finance, 50(1), 131-155.
Fishman, Michael J., Hagerty, Kathleen M. (1992) Insider trading and the efficiency of stock prices. Journal of Economics, 23 (1), 106-122.
Friederich, S., Gregory, A., Matatko, J., & Tonks, I. (2002). Short‐run Returns around the Trades of Corporate Insiders on the London Stock Exchange. European Financial Management, 8(1), 7-30.
Haddock, David D., Macey, Jonathan R. (1986) Coasian model of insider trading. Northwestern University Law Review, 80, 1449-1472.
Huberman, G., & Halka, D. (2001). Systematic liquidity. Journal of Financial Research, 24(2), 161-178.
Ince, O. S., & Porter, R. B. (2006). Individual equity return data from Thomson Datastream: Handle with care!. Journal of Financial Research, 29(4), 463-479.
Jaffe, J. F. (1974). Special information and insider trading. Journal of business, 410-428.
Jeng, L.A., Metrick, A., Zeckhauser, R. (2001) Estimating the returns to insider trading: a performance-evaluation perspective. The Review of Economics and Statistics, 85(2), 453-471.
Jensen, Michael C. (1978) Some anomalous evidence regarding market efficiency. Journal of Financial Economics, 6 (2/3), 95-101.
Jensen, Michael C. (1986) Agency costs of free cash flow, corporate finance, and takeovers. American Economic Review, 76 (2), 323-329
Kabir, R., Vermaelen, T. (1996) Insider trading restrictions and the stock market: Evidence from the amsterdam stock exchange. European Economic Review, 40 (8), 1591-1603.
Kallunki, J.P., Nilsson, H., Hellström, J. (2009) Why do insiders trade? Evidence based on unique data on Swedish insiders. Journal of Accounting and Economics, 48, 37-53
Kavajecz, K. A. (1996). A specialist's quoted depth as a strategic choice variable. Rodney L White Center for Financial Research Working Papers-.
Kavajecz, K. A. (2002). A specialist's quoted depth and the limit order book. The Journal of Finance, 54(2), 747-771.
Ke, B., Huddart, S., & Petroni, K. (2003). What insiders know about future earnings and how they use it: Evidence from insider trades. Journal of Accounting and Economics, 35(3), 315-346.
Kothari, S. P., & Warner, J. B. (1997). Measuring long-horizon security price performance. Journal of Financial Economics, 43(3), 301-339.
Kyle, Albert S. (1985) Continuous auctions insider trading. Econometrica, 53 (6), 1315-1336.
Lakonishok, J., & Lee, I. (2001). Are insider trades informative?. Review of financial studies, 14(1), 79-11.
Lambert, Richard A., (1986) Executive effort and selection of risky projects. Rand Journal of Economics, 17 (1), 77-88.
Leland, Hayne E. (1992) Insider trading: should it be prohibited?. Journal of Political Economy, 100 (4), 859-887.
Lorie, J. H., & Niederhoffer, V. (1968). Predictive and statistical properties of insider trading. JL & Econ., 11, 35.
Loughran, T., & Ritter, J. R. (2012). The new issues puzzle. The Journal of Finance, 50(1), 23-51.
Lyon, J. D., Barber, B. M., & Tsai, C. L. (1999). Improved methods for tests of long‐run abnormal stock returns. The Journal of Finance, 54(1), 165-201.
MacKinlay, A. C. (1997). Event studies in economics and finance. Journal of economic literature, 35(1), 13-39.
Manne, Henry G. (1966) In defense of insider trading. Harvard Business Review, 44 (6), 113-123.
Malkiel, B. G. (2003). The efficient market hypothesis and its critics. Journal of Economic Perspectives, 59-82.
Meulbroek, Lisa K. (1992) An empirical analysis of illegal insider trading. The Journal of Finance, XLVII (5), 1661-1699.
Schotland, Roy A. (1967) Unsafe at any price: a reply to Manne insider trading and the stock market. Virginia Law Review, 53 (7), 1425-1478.
Sercu, P., Vanherpe, G. (1998) Insider-trading: een economische beoordeling. Tijdschrift voor Economie en Management, XLIII (1), 105-136.
Seyhun, H.N. (1984) Insiders’ profits, cost of trading, and market efficiency. Journal of Financial Economics, 16, 189-212.
Seyhun, H. N. (1992). Effectiveness of the Insider-Trading Sanctions, The. JL & Econ., 35, 149.
Tavakoli, M., McMillan, D., McKnight, Philip J. (2011) Insider trading and stock prices. International Review of Economics and Finance, 22, 254-266.
Boeken:
Bodie, Z., Kane, A., Marcus, A.J. (2011) Investments and portfolio management. New York: McGraw-Hill/Irwin.
De Borger, B., Van Poeck, A. (2009) Algemene economie. Antwerpen: De Boeck.
De Ceuster, Marc J.K. (2010) Inleiding financiële economie: markten en intermediars. Fintrac.
Deloof, M., Manigart, S., Ooghe, H., Van Hulle, C. (2008) Handboek bedrijfsfinanciering: theorie en praktijk. Antwerpen – Oxford: Intersentia.
Laveren, E., Engelen, P.J., Limère, A. & Vandemaele, S. (2009) Handboek financieel beheer. Antwerpen – Oxford: Intersentia.
Khotari, S.P., Warner, J.B. (2006) Handbook of Corporate Finance: Empirical Corporate Finance. Elsevier/ North-Holland.
Wymeersch, E., Tison, M. (2008) Wetboek vennootschappen en verenigingen. Maklu-uitgevers nv.
Studies en documenten:
FSMA. (2011) Vergelijkende studie omtrent Dealing Codes van genoteerde vennootschappen. Studies en documenten: nr. 39.
FSMA. (2011a). Duttende toezichthouder of wakkere waakhond. Geraadpleegd op http://www.fsma.be/nl/RSS/Article/press/div/2011-07-30_detijd.aspx
FSMA. (2012). Verplichtingen van op een gereglementeerde markt genoteerde emittenten. Geraadpleegd op http://www.fsma.be/~/media/Files/fsmafiles/circ/nl/fsma_2011_06.ashx
CESR. (2002). CESR’s advice on level 2 implementing measures for the proposed market abuse directive. Geraadpleegd op http://www.esma.europa.eu/system/files/02_089d.pdf
Wetspraak:
Wet van 2 augustus 2002 betreffende het toezicht op de financiële sector en de financiële diensten.
24 augustus 2005. - Koninklijk besluit tot wijziging, wat de bepalingen inzake marktmisbruik betreft, van de wet van 2 augustus 2002 betreffende het toezicht op de financiële sector en de financiële diensten.