An interpretative model about the Insider Trading in Financial Market

Authors

  • Marco Mele UNINT University, Roma

Keywords:

Insider trading, Hedge Funds, Returns, Panel

Abstract

This paper investigates the determinants of insider trading to describe the potential financial effects of this phenomenon. In particular, we will study the effect of some variables linked to the insider trading process (volumes, the origin of the subject that works for the company, the nature of an insider in an hedge fund and other variables). Finally, this paper, after having defined the variables that are capable of influencing the insider trading’ profit, will suggest a method of econometric calculation  using an “FE” panel that shall consist of 17250 observations.

Author Biography

Marco Mele, UNINT University, Roma

Economics Department

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Published

2014-07-01

How to Cite

Mele, M. (2014). An interpretative model about the Insider Trading in Financial Market. International Journal of Economic Practices and Theories, 4(4), 472-479. Retrieved from http://ijept.eu/index.php/ijept/article/view/An_Interpretative_Model_about_the_Insider_Trading_in_Financial

Issue

Vol. 4 No. 4 (2014)

Section

Articles

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