Essays about: "Insider Transaction"

Showing result 1 - 5 of 17 essays containing the words Insider Transaction.

1. 1. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading

   University essay from Göteborgs universitet/Graduate School

   Author : Marcus Mattsson; Marcus Lyckhage; [2023-07-04]
   Keywords : Insider Trading; Abnormal Return; Information Asymmetry; Outside Investors; Investment Strategy; Insider Positions;

   Abstract : Historically, investors have been searching for strategies to maximize performance in the stock market. It has been shown that corporate insiders can earn abnormal returns by trading in their own companies as they possess superior information and, to a certain degree, market timing ability. READ MORE

3. 2. Abnormal returns from insider trading - does insider trading generate abnormal returns for the Swedish stock exchange and large cap Stockholm?

   University essay from

   Author : Erik Andersson; Granit Haliti; [2022-07-11]
   Keywords : Abnormal returns; Insider trading; The Efficient Market Hypothesis; Event study; Market Abuse Regulation; Market Abuse Directive; Day of publication; Day of transaction;

   Abstract : This paper studies insider trading and abnormal returns on the Large Cap list of the Swedish stock exchange using a sample of 119 firms and 10528 individual transactions between the period 2016-2022. The study is built on the theoretical framework of the efficient market hypothesis and information asymmetry. READ MORE

4. 3. Do They Know?: A Study of the Impact of PDMR Transactions on Stock Market Returns During the Uncertain Market Conditions of the Covid-19 Pandemic

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Edvard Bruu; Alexander Silwer; [2022]
   Keywords : Covid-19; Insider Trading; Nasdaq Stockholm; Uncertainty; PDMR;

   Abstract : This paper examines how equities listed on Nasdaq Stockholm reacted to transaction announcements by persons discharging managerial responsibilities ("PDMRs") during unprecedented market uncertainty. We find that PDMRs transaction announcements generated abnormal returns for purchases but not for sales. READ MORE

5. 4. Share Price Reaction To Insider Transactions

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

   Author : Jesper Sundelin; Simon Jaukkuri; [2022]
   Keywords : Insider transactions; Abnormal returns; Event study; Market abuse regulation; Information asymmetry;

   Abstract : This paper examines the market reactions to insider transactions on the Swedish stock market after the implementation of the EU market abuse regulation in 2016. We have used an event-study methodology to quantitatively study the abnormal returns generated by insider trades in the short term. READ MORE

6. 5. Can an investor gain positive abnormal return by mimicking insider transactions?

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Oscar Bodin; Jonatan Tell; [2021-02-24]
   Keywords : Nasdaq; OMX Stockholm; Insider Trading; Abnormal Return; OMXS30; Stock Market.;

   Abstract : Background: The efficient market hypothesis is a theory that has been widely debated and studied during the years. Some agree with the theory, but some disagree. One way to study the efficient market hypothesis is by looking at the possibility to gain positive abnormal return on the stock market. READ MORE