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Event studies on stock price manipulation

Park, Seong-Rok

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Abstract

This paper introduces the meaning, trend and methodologies of stock price manipulation and conducts three event studies, using daily transaction data from the Korea Stock Exchange (KSE) and Korea Securities Dealers’ Automated Quotation (KOSDAQ). Having introduced the event study method, three companies - Willbes, Dongjak Cable and Communications, and Littauer Technologies - were tested by the method to see any symptom of stock price manipulation. This paper also tries to call people’s attention to the distinction of the normal returns of Acquisition and Development stocks from any returns made by manipulative efforts.

Advisors
Kim, Woochan
Department
KDI School, Master of Business Administration
Issue Date
2000
Publisher
KDI School
Description
Thesis(Master) --KDI School:Master of Business Administration,2000
Keywords
Stocks--Prices.
Stock exchanges.
Contents
I. Introduction

II. Stock Price Manipulation

III. Event Study Methodologies

IV. Actual Cases

V. Conclusion
Pages
50 p.
URI
https://archives.kdischool.ac.kr/handle/11125/29967
Type
Thesis
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