Insider trading in the KLSE market.
To analyse insider trading in KLSE, using an event study. To find abnormal returns gained by insiders. Test for strong form EMH. Timing of transactions with privileged information. Outsiders who follow insider trades in order to determine if market is semi-strong form.
Saved in:
Main Authors: | Lim, Sylvia Li Shin., Low, Kwai Ling., Lee, Huay Ming. |
---|---|
Other Authors: | Lau, Sie Ting |
Format: | Final Year Project |
Published: |
2008
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/10340 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Similar Items
-
A comparison of local and foreign tranche stocks listed on the SES and the KLSE
by: Lim Meei Yng, Tan Hwee Li, Wong Kim Ping
Published: (2014) -
Changes in insider trading legislation in Singapore : the effect on corporate insiders on Singapore exchange (sgx).
by: Ling, Sheena Hui Ying., et al.
Published: (2008) -
An empirical test on the difference between the trading of Malaysian stocks on KLSE (Kuala Lumpur Stock Exchange) and CLOB (Central Limit Order Booking).
by: Chia, Frankie Yeow Tiong., et al.
Published: (2009) -
Pattern of insider trading on Singapore Exchange.
by: Karina Widagdo., et al.
Published: (2008) -
Insider trading : empirical evidence from the Singapore stock exchange
by: Ang, Kee Siang, et al.
Published: (2008)