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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2021
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| Materias: | |
| 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 |