5Ball, R.; Brown, P. An Empirical Evaluation of Accounting Income Numbers. Journal of Accounting Research, 1968,159-178.
6Bhattacharya, U., Daouk, H., Jorgenson, B. and Kehr, C. When an Event Is Not an Event: the Curious Case of an Emerging Market. Journal of Financial Economics, 2000, (55) 69-101.
7Bris, A. Do Insider Trading Laws Work?. Yale ICF Working Paper, Can be Downloaded from http://www.ssrn.com.2000.
8Campbell, J.Y., Lo, A.W. and MacKinlay, A. The Econometrics of Financial Markets, New Jersey: Princeton University Press,1997.
9Fama, E., Fisher, L., Jensen, M. and Roll, R. The Adjustment of Stock Prices to New Information. International Economic Review, 1969, 10, 1-21.
10Hung, M.Y. and Trezevant, R. Insider Trading and Corporate Governance Structure: Evidence from Southeast Asia. working paper, can be downloaded from http://www.ssrn.com, 2003.