Λελεδάκης, Γεώργιος
Τσεκρέκος, Ανδριανός
Athens University of Economics and Business, Department of Banking and Finance
Investor
Stock Exchange Market
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| Συλλογές | |
| Τίτλος |
Do valuation measures provide any insight on inside trading practices and possibility of observing abnormal returns from such trading? The Athens Stock Exchange case |
| Δημιουργός |
Sarapchanas, Vasilios, Σαραπχανάς, Βασίλειος |
| Συντελεστής |
Γιαμουρίδης, Δανιήλ Λελεδάκης, Γεώργιος Τσεκρέκος, Ανδριανός Athens University of Economics and Business, Department of Banking and Finance |
| Τύπος |
Text |
| Φυσική περιγραφή |
108 pages |
| Γλώσσα |
en |
| Αναγνωριστικό |
http://www.pyxida.aueb.gr/index.php?op=view_object&object_id=5259 |
| Περίληψη |
This paper examines the trading preferences of insiders participating in the Athens Stock Exchange for the 2006 - 2012 period, using different measures of insider trading activity, as well as different valuation measures that attempt to capture the preferences of such insiders. Cumulative Abnormal Returns are assessed from trading portfolios based on such insider trading to evaluate the possibility of market inefficiency of the Athens Stock Exchange, as a result of potentially profitable trading by outsiders, who mimic the trading activity of insiders. Results based on the methodology proposed are open to interpretation of the different transaction costs that may be applied. |
| Λέξη κλειδί |
Share Investor Stock Exchange Market |
| Διαθέσιμο από |
2017-02-08 13:14:07 |
| Ημερομηνία έκδοσης |
10/31/2014 |
| Ημερομηνία κατάθεσης |
2017-02-08 13:14:07 |
| Δικαιώματα χρήσης |
Free access |
| Άδεια χρήσης |
https://creativecommons.org/licenses/by/4.0/ |