The impact of portfolio diversification on trading rules profits: some evidence for UK share portfolios

Article Abstract:

The autocorrelation in portfolio returns is caused by non-synchronous trading among the component securities. A study has been conducted in order to assess how the autocorrelation structure of UK portfolio returns is linked to dynamic interrelationship among the component securities of that portfolio. Results indicate that trading rule techniques applied to portfolio returns do not generate economic profits. They simply respond to the patterns of non-synchronous trading among the component securities.

United Kingdom, Research, Portfolio management, Securities, Autocorrelation (Statistics)

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Going private restructuring: the role of insider trading

Article Abstract:

Insiders take their companies private to exploit their knowledge of the true value of the firms. Proof of this motivation is the pattern of abnormal net-buying engaged by insiders of companies taken private by management before the decision to go private is announced. This activity does not occur in companies taken private by a third party. Another proof is the inconsistency of the relationship between insider trading and the level of free cash as well as past tax liabilities.

Going private (Securities), Insider trading in securities, Insider trading (Securities)

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Further evidence on insider selling prior to seasoned equity offering announcements: The role of growth opportunities

Article Abstract:

Evidence of significant insider selling prior to seasoned equity offering announcements is presented.

Prices and rates, Stocks, Stock prices

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