Insider trading : empirical evidence from the Kuala Lumpur Stock Exchange

This study examines insider trading in Malaysia and attempts to find out whether corporate insiders make abnormal returns. The samples used for this study are selected randomly from The Edge. The sample consists of 49 transactions (23 sell and 26 buy transactions), comprised of only trades by CEOs a...

Full description

Saved in:
Bibliographic Details
Main Authors: Ang, Soon Keong, Ang, Yung Keng, Chan, Yuen Ling
Other Authors: Lau, Sie Ting
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10748
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-10748
record_format dspace
spelling sg-ntu-dr.10356-107482023-05-19T05:44:56Z Insider trading : empirical evidence from the Kuala Lumpur Stock Exchange Ang, Soon Keong Ang, Yung Keng Chan, Yuen Ling Lau, Sie Ting Nanyang Business School DRNTU::Business::Finance::Stock exchanges This study examines insider trading in Malaysia and attempts to find out whether corporate insiders make abnormal returns. The samples used for this study are selected randomly from The Edge. The sample consists of 49 transactions (23 sell and 26 buy transactions), comprised of only trades by CEOs and directors of Main Board listed companies. 2008-09-24T07:47:05Z 2008-09-24T07:47:05Z 1999 1999 Final Year Project (FYP) http://hdl.handle.net/10356/10748 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Ang, Soon Keong
Ang, Yung Keng
Chan, Yuen Ling
Insider trading : empirical evidence from the Kuala Lumpur Stock Exchange
description This study examines insider trading in Malaysia and attempts to find out whether corporate insiders make abnormal returns. The samples used for this study are selected randomly from The Edge. The sample consists of 49 transactions (23 sell and 26 buy transactions), comprised of only trades by CEOs and directors of Main Board listed companies.
author2 Lau, Sie Ting
author_facet Lau, Sie Ting
Ang, Soon Keong
Ang, Yung Keng
Chan, Yuen Ling
format Final Year Project
author Ang, Soon Keong
Ang, Yung Keng
Chan, Yuen Ling
author_sort Ang, Soon Keong
title Insider trading : empirical evidence from the Kuala Lumpur Stock Exchange
title_short Insider trading : empirical evidence from the Kuala Lumpur Stock Exchange
title_full Insider trading : empirical evidence from the Kuala Lumpur Stock Exchange
title_fullStr Insider trading : empirical evidence from the Kuala Lumpur Stock Exchange
title_full_unstemmed Insider trading : empirical evidence from the Kuala Lumpur Stock Exchange
title_sort insider trading : empirical evidence from the kuala lumpur stock exchange
publishDate 2008
url http://hdl.handle.net/10356/10748
_version_ 1770566405545000960