Automatic stock picking based on insider trades
This study analyzes legal insider trades in Singapore to determine whether insiders can make profits through these trades. Insider purchases are studied through event study analysis and a consequent regression analysis over a short-term period of 60 days and a longer-term period of 120 days. Abnorma...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/54496 |
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| Institution: | Nanyang Technological University |
| Language: | English |