Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8594
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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