Reference health

Information Leakage Prior to SEC Form Filings–Evidence from TAQ Millisecond Data

https://doi.org/10.2139/ssrn.3302096
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20/20 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 20 checked references that resolve
resolves10.1016/j.jfineco.2017.03.009
Information networks: Evidence from illegal insider trading tips
resolves10.1287/mnsc.2018.3122
Informed Options Trading Prior to Takeover Announcements: Insider Trading?
resolves10.1093/rfs/hhx133
Identifying Information Asymmetry in Securities Markets
resolves10.1093/rfs/hhx031
It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
resolves10.2307/2491062
Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
resolves10.1016/j.jfineco.2015.09.012
Can information be locked up? Informed trading ahead of macro-news announcements
resolves10.1093/rfs/hhy005
High-Frequency Measures of Informed Trading and Corporate Announcements
resolves10.1016/j.jfineco.2020.04.014
IQ from IP: Simplifying search in portfolio choice
resolves10.1111/j.1475-679X.2006.00222.x
Insider Trading and Voluntary Disclosures
resolves10.1093/rof/rfab036
Language and Domain Specificity: A Chinese Financial Sentiment Dictionary
resolves10.1016/j.jfineco.2012.03.001
How are shorts informed?
resolves10.1111/j.1540-6261.2010.01573.x
Intraday Patterns in the Cross‐section of Stock Returns
resolves10.1111/jofi.12127
Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
resolves10.1111/j.1540-6261.2005.00783.x
Market Timing and Managerial Portfolio Decisions
resolves10.1016/j.jfineco.2021.04.003
Pervasive underreaction: Evidence from high-frequency data
resolves10.1111/j.1540-6261.1991.tb02683.x
Inferring Trade Direction from Intraday Data
resolves10.1016/j.jfineco.2014.12.005
The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
resolves10.1111/j.1540-6261.2004.00626.x
Price Pressure around Mergers
resolves10.1016/j.finmar.2015.11.003
Is there information leakage prior to share repurchase announcements? Evidence from daily options trading
resolves10.1111/0022-1082.275500
Overreaction and Insider Trading: Evidence from Growth and Value Portfolios
The 6 references without a DOI — listed, not checked
no DOI — not checkedTrading Against the Random Expiration of Private Information: A Natural Experiment
no DOI — not checkedInsider trading: where is the line
no DOI — not checkedMarket intraday momentum
no DOI — not checkedInformation Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures
no DOI — not checkedStrategic Disclosure Timing and Insider Trading
no DOI — not checkedUsing the EDGAR log file data set
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