Do algorithm traders mitigate insider trading profits?: Evidence from the Thai stock market

This paper asks whether algorithm traders (AT) mitigate insider trading profits in the Thai stock market over the period of 2010–2016. We find that in general it does but not in the case of buy side, big trades nor the executive trades. Our findings suggest that, to some extent, AT can take importan...

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Detalles Bibliográficos
Autores principales: Wongsinhirun, Nopparat, Chatjuthamard, Pattanaporn, Treepongkaruna, Sirimon, Likitapiwatc, Tanakorn
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8312933/
https://www.ncbi.nlm.nih.gov/pubmed/34310623
http://dx.doi.org/10.1371/journal.pone.0255057

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8312933/
https://www.ncbi.nlm.nih.gov/pubmed/34310623
http://dx.doi.org/10.1371/journal.pone.0255057

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