Essays about: "Insider Trading"

Showing result 21 - 25 of 73 essays containing the words Insider Trading.

  1. 21. The Signaling Effect of Insider Trading on the Swedish Stock Market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Daniel Rosensand; Martin Karlsson; [2019]
    Keywords : Insider trading; signaling effect; event study; abnormal returns; Swedish stock market; Insynshandel; signaleringseffekt; eventstudie; abnorm avkastning; svenska aktiemarknaden;

    Abstract : This paper investigates the signaling effect of insider trading by analyzing the market reaction to 147 insider transactions executed within the period 2014-2016 on the Stockholm Stock Exchange. We present three major findings. READ MORE

  3. 22. Investing Like an Insider : An Event Study Exploring the Possibilities of Positive Return for Outside Investors Following an Insider's Behavior

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Anders Carnland; [2019]
    Keywords : Insider trading; outside investor; event study; abnormal return; purchase; following insider behavior; Swedish stock market; announcement;

    Abstract : This study aims to investigate if an outside investor can gain positive return from investing in company stocks on the Swedish stock market following published announcements of insider stock purchases done through the Swedish financial regulatory authority Finansinspektionen’s public insider transaction registry. Studying a total of 5 966 announced stock purchases during the period 2014 – 2018, the study finds significant positive abnormal return over all studied time periods following the announcement date, regardless of differences in company size. READ MORE

  4. 23. Clustering and Anomaly Detection in Financial Trading Data

    University essay from Lunds universitet/Matematisk statistik

    Author : Erik Norlander; [2019]
    Keywords : Variational Autoencoder; Generative Models; Latent Space; Dimensionality Reduction; Unsupervised Learning; Anomaly Detection; Clustering; Gaussian Mixture Models; Isolation Forest.; Mathematics and Statistics;

    Abstract : In this thesis we propose a new form of Variational Autoencoder called the Conditional Latent Space Variational Autoencoder or CL-VAE. By conditioning on a known label in a dataset we can decide what points are being mapped to what prior distribution. This makes the latent space more understandable and separates the classes further. READ MORE

  5. 24. Informativeness of Reported Insider Trades: Evidence from the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Eugeniu Guzun; Marcus Gurfeldt; [2018]
    Keywords : Insider trading; Abnormal returns; Market efficiency; Trading strategy;

    Abstract : This paper examines the informativeness of reported insider trades on the Stockholm Stock Exchange for abnormal returns over the period of 2004 to 2017. The paper evaluates whether outside investors can earn long-term abnormal returns by investing in firms with net insider buying. READ MORE

  6. 25. Energy Market Surveillance in the EU and US: A Study of Market Designs, Regulations, and Detection  Algorithms

    University essay from KTH/Energiteknik

    Author : Jonas Viktor van Stappen; [2018]
    Keywords : ;

    Abstract : The need for market surveillance in the context of wholesale energy trading is examined through a study of twenty years of energy market liberalisation, resulting modern market designs in EU and US power and gas markets, and through an exploration of high-profile case studies of energy market abuse. Additionally, an extensive regulatory analysis of core EU (REMIT, MAR, MiFID II) and US (CEA/Dodd-Frank Act, Energy Policy Act, EISA) market regulations is conducted, with the goal of clearly identifying current obligations and prohibitions in their application to wholesale energy market actors. READ MORE