Sökning: "Insider trading on the stockholm stock exchange"

Visar resultat 1 - 5 av 26 uppsatser innehållade orden Insider trading on the stockholm stock exchange.

  1. 1. Can outsiders obtain abnormal returns by imitating insider trading? : - An application to trade in tech stocks on the Nasdaq Stockholm stockexchange. Comparing high and low volatile stocks.

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Antonious Shalaby; Reis Rexha; [2023]
    Nyckelord :Insider trading; Abnormal Returns; Event Study;

    Sammanfattning : Abstract Title: Can outsiders obtain abnormal returns by imitating insider trading?- An application to trade in tech stocks on the Nasdaq Stockholm stock exchange.Comparing high and low volatile stocks. Course: JEFT27. LÄS MER

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

    Kandidat-uppsats,

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

    Sammanfattning : 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. LÄS MER

  4. 3. Insiderhandel under coronapandemin. : En eventstudie om verkställande direktörers förvärv.

    Kandidat-uppsats, Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

    Författare :Felicia Lundin; Jakob Bäckström; [2022]
    Nyckelord :Insider; insider trading; efficient market hypothesis; information asymmetry; excess return; signal theory; event study; Insider; insiderhandel; effektiva marknadshypotesen; informationsasymmetri; överavkastning; signaleringshypotesen; eventstudie;

    Sammanfattning : Bakgrund Coronapandemin har haft en global påverkan på den finansiella marknaden, inte minst på Stockholmsbörsen, som rasade 11,1 procent under en dag. När det råder en osäkerhet på marknaden ökar informationsasymmetrin mellan marknadsaktörer. LÄS MER

  5. 4. The Signaling Effect of Insider Trading on the Swedish Stock Market

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

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

    Sammanfattning : 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. LÄS MER

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

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

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

    Sammanfattning : 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. LÄS MER