Insider Trading Activities and Returns of German Blue Chips

The aim of this paper is to investigate the causality between stock returns and insider open market transactions. The Dumitrescu-Hurlin (2012) heterogeneous approach to panel Granger causality is chosen to examine the relationship. The investigation is conducted on the 30 most traded German blue chi...

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Bibliographic Details
Main Authors: Dagmar Linnertová, Oleg Deev
Format: Article
Language:English
Published: Mendel University Press 2015-01-01
Series:Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
Subjects:
Online Access:https://acta.mendelu.cz/63/6/1995/