Modelling the information content in insider trades in the Singapore exchange

DOI10.1016/J.MATCOM.2005.02.013zbMath1115.91360OpenAlexW2011400478MaRDI QIDQ2486186

John M. Sequeira, Wong Kie Ann, Michael McAleer

Publication date: 5 August 2005

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2005.02.013

zbMATH Keywords

Insider tradingEfficient market hypothesis

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Trade models (91B60) Mathematical economics (91B99)

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