References
- Asquith, P. and D. Mullins (1986). “Equity issues and offering dilution,” Journal of Financial Economics, 11:121–39.
- Ball, R. and P. Brown (1968). “An empirical evaluation of accounting income numbers,” Journal of Accounting Research, 6 159–78.
- Botha, D. (1995). The use of statistical techniques in the interpretation and implementation of South African insider trading legislation, De Ratione, 9(2): 1–24.
- Botha, D. (1997). Reply. Comments on “The use of statistical techniques in the interpretation and implementation of South African insider trading legislation”, South African Journal of Accounting Research, 11 (2): 101–109.
- Campbell, J., A. Lo and C MacKinlay (1997). The Econometrics of Financial Markets, Princeton University Press, Princeton.
- Fama, E.F., L. Fisher, M.C. Jensen and R. Roll (1969). “The adjustment of stock prices to new information”, International Economic Review, February 1969:1–21.
- Meulbrook, L.K. (1992). “An empirical analysis of illegal insider trading”, The Journal of Finance, 57(5): 1661–1699.
- Scholes, M.S. (1972). “The market for securities: substitution versus price pressure and the effects of information on share prices”, Journal of Business 45:179–211.
- Van den Honert, R.C. and G.D.I. Barr (1997). Comments on “The use of statistical techniques in the interpretation and implementation of South African insider trading legislation”, South African Journal of Accounting Research, 11.2.