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|Title:||Insider trading : empirical evidence from the Singapore stock exchange||Authors:||Ang, Kee Siang
Neo, Wan Ling
Yong, Pei Zhi
|Keywords:||DRNTU::Business::Finance::Stock exchanges||Issue Date:||2002||Abstract:||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.||URI:||http://hdl.handle.net/10356/8594||Rights:||Nanyang Technological University||Fulltext Permission:||restricted||Fulltext Availability:||With Fulltext|
|Appears in Collections:||NBS Student Reports (FYP/IA/PA/PI)|
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