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dc.contributor.advisorZhang, Danielle
dc.contributor.authorSkålnes, Severin
dc.contributor.authorRøhnebæk, Anders Gjølstad
dc.date.accessioned2022-10-05T10:22:30Z
dc.date.available2022-10-05T10:22:30Z
dc.date.issued2022
dc.identifier.urihttps://hdl.handle.net/11250/3023997
dc.description.abstractIn this thesis, we study the market reaction to insider trades at the Oslo Stock Exchange. More specifically, we investigate the abnormal return on legal insider trades in the short run. Our study is conducted for the period 01.01.2020 – 31.12.2021. By using an event study approach, we document a significant market reaction to both insider purchases and insider sales. We also found evidence that the size of the trade and the size of the company is significant factors. We conclude that there are informational asymmetries between outsiders and insiders and that the market does not hold a strong-form efficiency.en_US
dc.language.isoengen_US
dc.publisherOsloMet – Oslo Metropolitan Universityen_US
dc.subjectInnsidehandelen_US
dc.subjectAsymmetrisk informasjonen_US
dc.subjectEffisiente markederen_US
dc.titleThe stock market effects of legal insider trades, a study of legal insider trades at the Oslo Stock Exchangeen_US
dc.typeMaster thesisen_US
dc.description.versionsubmittedVersionen_US


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