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Visar resultat 16 - 20 av 130 uppsatser som matchar ovanstående sökkriterier.

1. 16. Changes in the Insider Trading Scene During the Covid-19 Pandemic : A Comparative Study of Insider Trading Behaviour Before and During Covid-19

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Enzo Cicak; Philip Ekengren; [2022]
   Nyckelord :Insider trading; Covid-19 Pandemic; Informative trading patterns; Working from home; Insider activity;

   Sammanfattning : This thesis examines if insider traders have performed better during a working from home setting imposed by the Covid-19 pandemic during 2020-2021. Building on previous work from (Cohen, Malloy, & Pomorski, 2012), we identify trades as routine or non-routine. LÄS MER

3. 17. Insider Trading and Firm Performance: Does insider trading reflect future firm performance on the Swedish market and how can we interpret their behavior from a financial and regulatory standpoint?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Erik Lenander; Daniel Lindkvist; [2022]
   Nyckelord :Insider Trading; Signaling; Firm Performance; Insider Regulations; Asymmetric Information;

   Sammanfattning : We investigate whether insider trading reflects future firm performance on the Swedish market as it can assist outsiders in revising firm evaluation. The results are compared with US data to understand insider legislation efficiencies. LÄS MER

4. 18. Profiting from uncertainty: A study on the informativeness of insider trades during the COVID-19 pandemic

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för företagande och ledning

   Författare :Sandra Nordlöw; Einar Ottesen Kalman; [2022]
   Nyckelord :COVID-19; Insider Trading; NPR; SEC; Market Reactions;

   Sammanfattning : Using publicly available data on insider trades made in constituent companies of the S&P 500, this paper examines the return of- and market reactions to insider trades made during the first six months of the COVID-19 pandemic. Our results show that insider trading activity peaked in the early months of the pandemic, that insiders did possess predictive ability concerning future stock development and that they hence were able to beat the market during our sample period. LÄS MER

5. 19. CAN INSIDERS BENEFIT FROM A PANDEMIC CRISIS? A quantitative study of the impact of COVID-19 on insider trading profitability in a Swedish setting

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Amanda Dejus; Henrik Lindström; [2021-06-24]
   Nyckelord :Insider Trading; Abnormal Profitability; Private Information; Crisis; COVID-19; Uncertainty; Event Study;

   Sammanfattning : The COVID-19 crisis includes unprecedented stock market impacts, exceptional uncertainty and explicit concerns from authorities that insiders possess information other than the public during the dynamic circumstances brought by the pandemic. While previous research finds clear evidence that insiders can earn abnormal profits from insider trades, few studies direct their attention towards insider trading profitability during volatile and uncertain market conditions. LÄS MER

7. 20. Can an investor gain positive abnormal return by mimicking insider transactions?

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

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

   Sammanfattning : 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. LÄS MER