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En flock av insiders

Lindkvist, Petter LU ; Lendt, Isabella LU and Hansson, Anton LU (2014) FEKH89 20141
Department of Business Administration
Abstract
The purpose of this thesis is to determine to what extent, if any,
outsiders are able to obtain abnormal returns by imitating insiders´
transactions.

An event study is implemented with a deductive and quantitative
method. The market model is used to estimate the expected return.
A separation is made between individual insiders´ transactions and
transactions performed by three or more insiders.
Abstract (Swedish)
Syftet med denna uppsats är att undersöka om det är möjligt att
generera överavkastning genom att imitera insynspersoners
aktiehandel.

En eventstudie utförs med deduktiv och kvantitativ metod.
Marknadsmodellen används för att beräkna den förväntade
avkastningen. Separation görs mellan enskilda insynspersoners
transaktioner och tre eller fleras. Två statistiska utförs för att
avgöra om resultaten är signifikanta.
Please use this url to cite or link to this publication:
author
Lindkvist, Petter LU ; Lendt, Isabella LU and Hansson, Anton LU
supervisor
organization
course
FEKH89 20141
year
type
M2 - Bachelor Degree
subject
keywords
Insynshandel, Överavkastning, Flocktransaktioner, Köptransaktioner, NASDAQ OMX Small Cap, Eventstudie, Effektiva marknadshypotesen, Informationsasymmetri. Insider trading, Abnormal Returns, Herd transactions, Call transactions, Event Study, Efficient market hypothesis, Information asymmetry.
language
Swedish
id
4529943
date added to LUP
2014-07-03 15:14:05
date last changed
2014-07-03 15:14:05
@misc{4529943,
  abstract     = {{The purpose of this thesis is to determine to what extent, if any, 
outsiders are able to obtain abnormal returns by imitating insiders´ 
transactions.

An event study is implemented with a deductive and quantitative 
method. The market model is used to estimate the expected return. 
A separation is made between individual insiders´ transactions and 
transactions performed by three or more insiders.}},
  author       = {{Lindkvist, Petter and Lendt, Isabella and Hansson, Anton}},
  language     = {{swe}},
  note         = {{Student Paper}},
  title        = {{En flock av insiders}},
  year         = {{2014}},
}