Essays about: "Mårten Störtebecker"

Found 1 essay containing the words Mårten Störtebecker.

  1. 1. The Effect of Regulation Changes in the Swedish Insider Dealing Law on Abnormal Returns Pre and Post Insider Dealing Announcements:: Evidence using an Event Study Methodology in conjunction with a Difference-in-differences Methodology

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mårten Störtebecker; Gustaf Ärlestig; [2010]
    Keywords : Abnormal returns; Difference-in-differences; Event study; Insider trading; Law and Finance; Securities law; Signalling effect;

    Abstract : This paper examines what effect the law change in Sweden, as of July 1st 2005, had on corporate insiders? ability to generate abnormal returns post the announcement of insider transactions. We find that the law change had no significant impact on corporate insiders? ability to generate abnormal returns post announcement, indicating that market participants anticipate insider transactions to be as informative as they were prior to the legislation change. READ MORE