Insider trading : empirical evidence from the Singapore stock exchange

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...

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Bibliographic Details
Main Authors: Ang, Kee Siang, Neo, Wan Ling, Yong, Pei Zhi
Other Authors: Charoenwong, Charlie
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8594
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author Ang, Kee Siang
Neo, Wan Ling
Yong, Pei Zhi
author2 Charoenwong, Charlie
author_facet Charoenwong, Charlie
Ang, Kee Siang
Neo, Wan Ling
Yong, Pei Zhi
author_sort Ang, Kee Siang
collection NTU
description 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.
first_indexed 2024-10-01T06:34:38Z
format Final Year Project (FYP)
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institution Nanyang Technological University
last_indexed 2024-10-01T06:34:38Z
publishDate 2008
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spelling ntu-10356/85942023-05-19T06:08:59Z Insider trading : empirical evidence from the Singapore stock exchange Ang, Kee Siang Neo, Wan Ling Yong, Pei Zhi Charoenwong, Charlie Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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. 2008-09-24T07:22:59Z 2008-09-24T07:22:59Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8594 Nanyang Technological University application/pdf
spellingShingle DRNTU::Business::Finance::Stock exchanges
Ang, Kee Siang
Neo, Wan Ling
Yong, Pei Zhi
Insider trading : empirical evidence from the Singapore stock exchange
title Insider trading : empirical evidence from the Singapore stock exchange
title_full Insider trading : empirical evidence from the Singapore stock exchange
title_fullStr Insider trading : empirical evidence from the Singapore stock exchange
title_full_unstemmed Insider trading : empirical evidence from the Singapore stock exchange
title_short Insider trading : empirical evidence from the Singapore stock exchange
title_sort insider trading empirical evidence from the singapore stock exchange
topic DRNTU::Business::Finance::Stock exchanges
url http://hdl.handle.net/10356/8594
work_keys_str_mv AT angkeesiang insidertradingempiricalevidencefromthesingaporestockexchange
AT neowanling insidertradingempiricalevidencefromthesingaporestockexchange
AT yongpeizhi insidertradingempiricalevidencefromthesingaporestockexchange