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

See all articles by Margaret Ryznar

Margaret Ryznar

Indiana University Robert H. McKinney School of Law

Frank Sensenbrenner

Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)

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

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

Margaret Ryznar (Contact Author)

Indiana University Robert H. McKinney School of Law ( email )

530 West New York Street
Indianapolis, IN 46202
United States

Frank Sensenbrenner

Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) ( email )

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