Catching Insider Trading

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

Ryznar, Margaret and Sensenbrenner, Frank, Catching Insider Trading (June 2015). Columbia Law School Blue Sky Blog, June 11, 2015, Indiana University Robert H. McKinney School of Law Research Paper, Available at SSRN: https://ssrn.com/abstract=3160473 or http://dx.doi.org/10.2139/ssrn.3160473