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Insynshandel: En sektoranalys på OMX Stockholm Small Cap
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Economics.
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Economics.
2013 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

This study examines if legal insider purchases earn abnormal returns on OMX Stockholm Small Cap during the period 2009-2011. A sector analysis is conducted on five sectors; Industrials, Consumer Services, Consumer Goods, Technology and Health Care. We also investigate whether outsiders can earn abnormal returns by mimicking insider trades. An event study is used and our main findings are that insiders on OMX Stockholm Small Cap gain significant abnormal returns. In the sector analysis we find that the majority of sectors also earn significant abnormal returns. The results indicate that an outsider can obtain abnormal returns by mimicking insider trades.

Place, publisher, year, edition, pages
2013.
Keyword [en]
Insider Trading, Event Study, Market Model, Efficient Market Hypothesis, Abnormal Return
National Category
Economics
Identifiers
URN: urn:nbn:se:uu:diva-197862OAI: oai:DiVA.org:uu-197862DiVA: diva2:614527
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2013-04-05 Created: 2013-04-05 Last updated: 2013-04-05Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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