Detecting insider trading: The theory and validation in Korea Exchange
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- Olmo, Jose & Pilbeam, Keith & Pouliot, William, 2011. "Detecting the presence of insider trading via structural break tests," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2820-2828, November.
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- Lyudmila A. Glik & Oleg L. Kritski, 2014. "Finding informed traders in futures and their inderlying assets in intraday trading," Papers 1402.6583, arXiv.org.
- repec:exl:2manag:v:16:y:2015:i:1:p:77-89 is not listed on IDEAS
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KeywordsInsider trading Surveillance ARMA;
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