Event studies on stock price manipulation

Park, Seong-Rok

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dc.contributor.advisorKim, Woochan-
dc.contributor.authorPark, Seong-Rok-
dc.descriptionThesis(Master) --KDI School:Master of Business Administration,2000-
dc.description.abstractThis 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.-
dc.description.tableOfContentsI. Introduction II. Stock Price Manipulation III. Event Study Methodologies IV. Actual Cases V. Conclusion-
dc.format.extent50 p.-
dc.publisherKDI School-
dc.subject.LCSHStock exchanges.-
dc.titleEvent studies on stock price manipulation-
dc.contributor.departmentKDI School, Master of Business Administration-
dc.description.statementOfResponsibilityby Seong-Rok Park.-
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