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  • 1.
    Granat, Sebastian
    et al.
    Mid Sweden University, Faculty of Human Sciences, Department of Business, Economics and Law.
    Gräll, Robin
    Mid Sweden University, Faculty of Human Sciences, Department of Business, Economics and Law.
    Följa insiders som investeringsstrategi: Finanskrisen 2007-20082013Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    This paper study purpose to examine whether legal insider trading generate abnormal stock return relative to index while following insider behavior during the financial crisis in 2007-2008. By observing the development of the stock price after transactions were published by the Swedish Financial Supervisory Authority. Focusing on insiders private stock hold, measured in terms of one, six and twelve months. The sample of data were brought from the homepage of Nasdaq, were historical stock prices was found. The Swedish Financial Supervisory Authority was also used with its register of all reported insider transactions. Later the data was processed in programs like Microsoft Excel and MiniTab which counted out the cumulative average abnormal return (CAAR) for the years 2007 to 2011. A total of 1 515 buy transactions and 405 sell transactions was studied and the result is simplified in tables sorted after period and after each of these two transaction types.

    As seen in former research there is a positive trend of abnormal return by following insiders during the financial crisis of 2007-2008. If seen over the whole period investors who was following insiders has earn a return of maximal 2,53 percent after six months, this by buy transactions. The sell transactions only showed negative values which after twelve months showed -29,97 percent.

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