An event study of potential insider trading in the Saudi stock market

This study assesses the level of potential insider trading on the Saudi stock market (Tadawul) before and after the introduction of financial reforms. The level of potential insider trading is estimated by employing the market cleanliness measure (MCM) which determines the proportion of significant...

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Bibliographic Details

Published in:	Cogent Economics & Finance
Main Authors:	Abdulrhman Alqurayn, Nada Kulendran, Ranjith Ihalanayake
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2024-12-01
Subjects:	Insider trading informed trading event study methodology market cleanliness measure abnormal returns
Online Access:	https://www.tandfonline.com/doi/10.1080/23322039.2024.2367368