“Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange”, (with Sylvain Friederich, Alan Gregory and John Matatko), European Financial Management, Vol 8, no. 1, March 2002, 7-30.
“Detecting Information from Directors' Trades: Signal Definition and Variable Size Effects", (with Alan Gregory and John Matatko), Journal of Business Finance and Accounting, vol. 24, nos. 3&4, April 1997 pp. 309-342.
"UK Directors' Trading: The Impact of Dealings in Smaller Firms", (with Alan Gregory, John Matatko and Richard Purkis), Economic Journal, vol. 104, no. 422, January 1994, 37-53.
IMPACT
Establishment of a directors’ dealing investment trust, described in: Money Week 10th April 2008 &Investors Chronicle 22nd July 2008.