Contents
Event studies on stock price manipulation
- 910 ITEM VIEW
- 590 DOWNLOAD
- 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
- 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.
- Type
- Thesis
- Files in This Item:
Click the button and follow the links to connect to the full text. (KDI CL members only)
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.