Sökning: "Opportunistic insider trading"

Hittade 3 uppsatser innehållade orden Opportunistic insider trading.

1. 1. Characteristics of informative insider trades - Evidence from the Swedish Stock Market

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

   Författare :Veaceslav Bulatnicov; Maximilian Zoltek; [2015]
   Nyckelord :insider trading; outside investors; trading strategy; market efficiency;

   Sammanfattning : In this thesis we have investigated how outside investors can extract informational content from insider trades on the Stockholm Stock Exchange. We estimated abnormal returns using the market model and firm specific portfolios. In general, we found that outside investors could make abnormal returns by mimicking insider deals in the long-run. LÄS MER

3. 2. Informative Insider Trading - An Investigation about whether Opportunistic Insiders Gain Abnormal Returns on the Swedish Stock Market

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Mattias Segerström; Raphael Dilger; [2014]
   Nyckelord :Business and Economics;

   Sammanfattning : .... LÄS MER

4. 3. Decoding Insider Information on the Swedish Stock Market

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Hans Wickström; Axel Smith; [2011]
   Nyckelord :Insider trading; Routine insider trading; Opportunistic insider trading; Event study; Market model; CAAR; Signaling effect; Efficient market hypothesis.; Management of enterprises; Företagsledning; management; Business and Economics;

   Sammanfattning : This study aims to classify insiders of firms listed on the OMX Stockholm stock exchange into two groups, one group whose trading contain strong predictive power of the future returns of the firms stock and one group whose trading contain as little predictive power as possible. The abnormal returns of these two groups of insiders are then compared. LÄS MER