Lectures related to Insider trading

Explores event studies in financial economics, testing market efficiency with abnormal return calculations and examples like earnings surprises.

Explores evidence against EMH, event studies, abnormal return methodology, and mutual fund performance.

Covers the Efficient Markets Hypothesis, market efficiency, testability, implications on security prices, and evidence on market manipulation.

Covers the Efficient Markets Hypothesis, asset pricing, predictability, and evidence supporting and challenging market efficiency.

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.