Insider trading in the US and China: To what extent is there a significant difference in the cumulative abnormal returns of target firms prior to M&A announcements in the US and China, and how could this difference be explained?

Additional Metadata
Keywords	Insider trading US; insider trading China; Cumulative Abnormal Returns (CAR); M&A deals; pre-announcement target stock price run-up
Thesis Advisor	Gangaram-Panday, Y.S.
Persistent URL	hdl.handle.net/2105/52583
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Brinke, N.W. ten. (2020, September 29). Insider trading in the US and China: To what extent is there a significant difference in the cumulative abnormal returns of target firms prior to M&A announcements in the US and China, and how could this difference be explained?. Business Economics. Retrieved from http://hdl.handle.net/2105/52583

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