| dc.contributor.advisor | Zhang, Danielle | |
| dc.contributor.author | Skålnes, Severin | |
| dc.contributor.author | Røhnebæk, Anders Gjølstad | |
| dc.date.accessioned | 2022-10-05T10:22:30Z | |
| dc.date.available | 2022-10-05T10:22:30Z | |
| dc.date.issued | 2022 | |
| dc.identifier.uri | https://hdl.handle.net/11250/3023997 | |
| dc.description.abstract | In 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.iso | eng | en_US |
| dc.publisher | OsloMet – Oslo Metropolitan University | en_US |
| dc.subject | Innsidehandel | en_US |
| dc.subject | Asymmetrisk informasjon | en_US |
| dc.subject | Effisiente markeder | en_US |
| dc.title | The stock market effects of legal insider trades, a study of legal insider trades at the Oslo Stock Exchange | en_US |
| dc.type | Master thesis | en_US |
| dc.description.version | submittedVersion | en_US |
