dc.contributor.author | Baklarz, Agnieszka | |
dc.contributor.author | Bogusz, Jarosław | |
dc.contributor.author | Martysz, Czesław | |
dc.date.accessioned | 2020-09-28T12:09:03Z | |
dc.date.available | 2020-09-28T12:09:03Z | |
dc.date.issued | 2020 | |
dc.identifier.citation | Baklarz A., Bogusz J., Martysz C., Models of Propagation of Inside Information, "Acta Physica Polonica A", 2020, vol. 138, nr 1, s. 7-13 | en |
dc.identifier.issn | 0587-4246 | en |
dc.identifier.uri | http://hdl.handle.net/20.500.12182/880 | |
dc.description.abstract | Insider trading is the buying or selling of a publicly traded company’s stock by someone who has non-public, material information about that stock. The following article presents an innovative model which could help to solve the major problem of effective detection of insider trading. According to our research, the simultaneous occurrence of an increased volume and price changes without the occurrence of other disturbing factors (e.g., earlier company reports) allows to strongly suspect the occurrence of insider trading. This means that a significant increase in transaction volume is a better indicator of the likely insider trading than a price change alone. By analysing the disclosed case of insider trading on Drewex shares in 2010 we tested the effectiveness of our model and we came to the conclusion that the probability of insider trading in Drewex SA shares was 70% | en |
dc.language.iso | en | |
dc.rights | Uznanie autorstwa 4.0 Międzynarodowe | * |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | * |
dc.subject | insider trading | en |
dc.subject | information propagation model | en |
dc.subject | market abuse | en |
dc.subject | financial market | en |
dc.subject | stock exchange | en |
dc.subject | informacje poufne | pl |
dc.subject | modelowanie | pl |
dc.title | Models of Propagation of Inside Information | en |
dc.title.alternative | Modelowanie rozchodzenia się informacji poufnych | pl |
dc.type | article | en |
dc.contributor.organization | Polska Agencja Nadzoru Audytowego | en |
dc.contributor.organization | TUiR Allianz Polska S.A. | en |
dc.contributor.organization | Szkoła Główna Handlowa w Warszawie | en |
dc.description.number | 1 | en |
dc.description.physical | 7-13 | en |
dc.description.volume | 138 | en |
dc.identifier.eissn | 1898-794X | en |
dc.identifier.doi | 10.12693/APhysPolA.138.7 | en |
dc.title.journal | Acta Physica Polonica A | pl |
dc.identifier.urlpublisher | http://www.ifpan.edu.pl/APP/ | en |