Sökning: "Insider activity"
Visar resultat 1 - 5 av 16 uppsatser innehållade orden Insider activity.
1. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : 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. LÄS MER
2. Detektering och Visualisering av Långsiktiga Avvikande Handelsbeteenden
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Olagliga transaktioner i form av bland annat penningtvätt, insiderhandel och marknadsmanipulation är stora problem som ofta glöms bort. Bara under 2020 tvättades 1.6 biljoner dollar världen över, motsvarande 2.7\% av världens totala BNP. LÄS MER
3. PET-Exchange: A Privacy Enhanced Trading Framework : A Framework for Limit-Order Matching using Homomorphic Encryption in Trading
Master-uppsats, Linköpings universitet/Institutionen för datavetenskapSammanfattning : Over the recent decades, an increasing amount of new traders has entered the securities markets in order to trade securities such as stocks and bonds on electronic and physical exchanges. This increase in trader activity can largely be attributed to a simpler trading process including the growth of the electronic securities exchanges allowing for more dynamic and global trading platforms. LÄS MER
4. 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 ekonomiSammanfattning : 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
5. 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 ledningSammanfattning : 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