Do valuation measures provide any insight on inside trading practices and possibility of observing abnormal returns from such trading? The Athens Stock Exchange case
| dc.contributor.degreegrantinginstitution | Athens University of Economics and Business, Department of Banking and Finance | en |
| dc.contributor.opponent | Λελεδάκης, Γεώργιος | el |
| dc.contributor.opponent | Τσεκρέκος, Ανδριανός | el |
| dc.contributor.thesisadvisor | Γιαμουρίδης, Δανιήλ | en |
| dc.creator | Σαραπχανάς, Βασίλειος | el |
| dc.creator | Sarapchanas, Vasilios | en |
| dc.date.accessioned | 2017-02-08 | * |
| dc.date.available | 2025-03-26T19:39:25Z | |
| dc.date.issued | 2014-10-31 | * |
| dc.date.issuedoriginal | 10/31/2014 | * |
| dc.date.submitted | 2017-02-08 13:14:07 | |
| dc.description.abstract | 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. | en |
| dc.embargo.expire | 2017-02-08 13:14:07 | |
| dc.embargo.rule | Open access | |
| dc.format.extent | 108 pages | |
| dc.identifier | http://www.pyxida.aueb.gr/index.php?op=view_object&object_id=5259 | |
| dc.identifier.uri | https://pyxida.aueb.gr/handle/123456789/6494 | |
| dc.identifier.uri | https://doi.org/10.26219/heal.aueb.1137 | |
| dc.language | en | |
| dc.rights | CC BY: Attribution alone 4.0 | |
| dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | Stock Exchange Market | en |
| dc.subject | Investor | en |
| dc.subject | Share | en |
| dc.title | Do valuation measures provide any insight on inside trading practices and possibility of observing abnormal returns from such trading? The Athens Stock Exchange case | en |
| dc.type | Text |
Αρχεία
Πρωτότυπος φάκελος/πακέτο
1 - 1 από 1
Φόρτωση...
- Ονομα:
- Sarapchanas_2014.pdf
- Μέγεθος:
- 5.07 MB
- Μορφότυπο:
- Adobe Portable Document Format