Insider trading : empirical evidence from the Singapore stock exchange

• Main Authors: Ang, Kee Siang, Neo, Wan Ling, Yong, Pei Zhi
• Other Authors: Charoenwong, Charlie
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/8594
• Institution: Nanyang Technological University

This study examines trades done by corporate insiders of firms listed in the Singapore Stock Exchange and attempts to find out whether corporate insiders make abnormal returns. Calendar regularities on trade done by insiders such as day-of-the week effect, date-of-the-month and the month-of-the-year effect are also observed in this study.