Disposition Effect Under American And European Insider Traders

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dc.contributor.advisorFullbrunn, S.
dc.contributor.advisorJanssen, Dirk-Jan
dc.contributor.authorMarkink, Youri
dc.date.issued2021-10-26
dc.description.abstractDisposition Effect Under American And European Insider Traders By YOURI MARKINK (1009987) While most studies agree about the existence of the disposition effect under ordinary investors, it is fairly unknown whether or not the effect also occurs amongst insider traders. This paper studies the existence of the disposition effect under a yet to be discovered sample, i.e. insiders from European and American companies. This study conducts OLS regressions and makes group comparisons to research the disposition effect and analyze differences between the two regions, insider groups and firm sizes. The paper finds an aggregated disposition effect in the full insider sample. Additionally, it finds that the disposition effect is the highest amongst the blockholders subgroup compared to officers, directors, and others. Furthermore, the paper concludes that insiders from European companies show higher levels of the disposition effect than insiders from American companies. Lastly, insiders from big size firms show higher levels of the disposition effect than insiders from small size firms.en_US
dc.identifier.urihttps://theses.ubn.ru.nl/handle/123456789/11708
dc.language.isoenen_US
dc.thesis.facultyFaculteit der Managementwetenschappenen_US
dc.thesis.specialisationFinancial Economicsen_US
dc.thesis.studyprogrammeMaster Economicsen_US
dc.thesis.typeMasteren_US
dc.titleDisposition Effect Under American And European Insider Tradersen_US
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