01677nam a2200265 4500 391178 391178 20120928d2008 y0pory50 ba eng Do insiders time their trades? Evidence from Euronext Lisbon Recurso eletrónico Pedro Gonçalves, João Duque Lisboa ADVANCE. Instituto Superior de Economia e Gestão. Universidade Técnica de Lisboa 2008 1 CD-ROM 12 cm ADVANCE Working Paper 6 Resumo inserto no documento. Ficheiro de 590 Kb em formato pdf (29 p.). Disponível também em: https://www.repository.utl.pt/bitstream/10400.5/2562/1/adwp52008.pdf. Acedido a 28 de setembro de 2012. In this paper, we examine the existence of insider trading abnormal profits in Euronext Lisbon from January 2001 to December 2005. Using the methodology of event studies, our overall results show that, in spite of existing legislation to regulate transactions, insiders are still able to make abnormal profits. Results also show that insider buying is a stronger indicator than insider selling and that the magnitude and duration of abnormal profits depend on both firm and transaction-specific factors. These include industry classification, firm size, firm valuation and relative trading volume. INFORMAÇÃO PRIVILEGIADA 273887 BOLSA DE VALORES 233715 OPERAÇÃO NA BOLSA 344931 TRANSACÇÃO FINANCEIRA 343169 ESTUDO DE CASOS 322367 GONÇALVES Pedro 166155 DUQUE João 248270 Oferta 0 PJCD_215_000000000000000 2022-06-06 PJCD215 423115 PJ PJ PJ1CD215_45 PJCD215 2022-06-06 0 MO Oferta