Sökning: "abnormal return insider trading swedish stock market"

Visar resultat 1 - 5 av 20 uppsatser innehållade orden abnormal return insider trading swedish stock market.

1. 1. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Marcus Mattsson; Marcus Lyckhage; [2023-07-04]
   Nyckelord :Insider Trading; Abnormal Return; Information Asymmetry; Outside Investors; Investment Strategy; Insider Positions;

   Sammanfattning : 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

3. 2. 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

4. 3. Investing Like an Insider : An Event Study Exploring the Possibilities of Positive Return for Outside Investors Following an Insider's Behavior

   Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

   Författare :Anders Carnland; [2019]
   Nyckelord :Insider trading; outside investor; event study; abnormal return; purchase; following insider behavior; Swedish stock market; announcement;

   Sammanfattning : This study aims to investigate if an outside investor can gain positive return from investing in company stocks on the Swedish stock market following published announcements of insider stock purchases done through the Swedish financial regulatory authority Finansinspektionen’s public insider transaction registry. Studying a total of 5 966 announced stock purchases during the period 2014 – 2018, the study finds significant positive abnormal return over all studied time periods following the announcement date, regardless of differences in company size. LÄS MER

5. 4. 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

7. 5. Hur resonerar marknaden? : en kvantitativ studie om aktiemarknadens prissättning vid publicering av insynshandel

   Kandidat-uppsats, Högskolan Kristianstad/Sektionen för hälsa och samhälle

   Författare :Filip Herlin; Anton Åkesson; [2017]
   Nyckelord :Eventstudie; insynshandel; abnormal avkastning; insynsperson; Stockholmsbörsen;

   Sammanfattning : Insynshandel är en vanligt förekommande företeelse på den svenska aktiemarknaden. Året 2015 genomfördes 9 996 insynstransaktioner av olika karaktär. Något som för många låter som en otillåten handling har enligt tidigare forskning visat sig vara hälsosamt för marknadseffektiviteten. LÄS MER