Investors' reaction to director trades : an empirical study of SGX listed firms

Our study investigates if investors are able to earn abnormal returns by following insider trading activities of firms listed in the Singapore Stock Exchange. We also examine various factors such as corporate governance,level of uncertainty of the firms that might have an impact on the abnormalretur...

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Bibliographic Details
Main Authors: Lee, Mun Keet, Le, Thi Thanh Van, Liang, Weixiong
Other Authors: Kang Soon Lee, Eugene
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10437
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Institution: Nanyang Technological University
Language: English
Description
Summary:Our study investigates if investors are able to earn abnormal returns by following insider trading activities of firms listed in the Singapore Stock Exchange. We also examine various factors such as corporate governance,level of uncertainty of the firms that might have an impact on the abnormalreturns generated by insider purchases.