Event Study on U.S. Senate Trades: Abnormal Returns and Committee Influence
| dc.rights.license | CC-BY-NC-ND | |
| dc.contributor.advisor | Gyöngyösi, Győző | |
| dc.contributor.author | Hirv, Markus | |
| dc.date.accessioned | 2025-08-07T00:02:23Z | |
| dc.date.available | 2025-08-07T00:02:23Z | |
| dc.date.issued | 2025 | |
| dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/49588 | |
| dc.description.sponsorship | Utrecht University | |
| dc.language.iso | EN | |
| dc.subject | This thesis explores whether U.S. senators earn abnormal stock returns by trading in industries related to their committee assignments - roles that may provide privileged access to market-sensitive information. The main research question asks whether such institutional alignment leads to superior performance, with a particular focus on buy trades, which are more likely to reflect strategic investment intent. | |
| dc.title | Event Study on U.S. Senate Trades: Abnormal Returns and Committee Influence | |
| dc.type.content | Master Thesis | |
| dc.rights.accessrights | Open Access | |
| dc.subject.courseuu | Banking and Finance | |
| dc.thesis.id | 50345 |
