Catching Insider Trading
Columbia Law School Blue Sky Blog, June 11, 2015
Indiana University Robert H. McKinney School of Law Research Paper
2 Pages Posted: 31 Mar 2019
Date Written: June 2015
Abstract
This Columbia Law School Blue Sky Blog post on insider trading analyzes shares from NASDAQ, AMEX, the New York Stock Exchange, and over the counter (OTC) markets, which allows for an examination of insider behavior within different market structures. We find that trades are different from surrounding trades in both trade to trade price impact and trade lot volume, information that should aid the government in identifying and prosecuting insider trading.
Keywords: insider trading, regulation
JEL Classification: G10
Suggested Citation: Suggested Citation
Margaret Ryznar (Contact Author)
Indiana University Robert H. McKinney School of Law ( email )
530 West New York Street
Indianapolis, IN 46202
United States
