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Insider Trading, Market Efficiency, and Regulation - A Literature Review

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  • Yogesh Chauhan
  • Chakrapani Chaturvedula
  • Viswanathan Iyer

Abstract

The paper reviews the existing studies on insider trading, market efficiency, and regulation. We suggest that insider trading information is useful to escalate the price discovery. However, most of studies on insider trading are concentrated on developed markets. Hence, the paper identifies areas where research is needed. We show that insider trading issue should be evaluated on emerging markets so that proper regulation on insider trading can be framed.

Suggested Citation

  • Yogesh Chauhan & Chakrapani Chaturvedula & Viswanathan Iyer, 2014. "Insider Trading, Market Efficiency, and Regulation - A Literature Review," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 6(1), pages 007-014, June.
    • Handle: RePEc:rfb:journl:v:06:y:2014:i:1:p:007-014
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    References listed on IDEAS

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    Cited by:

    1. Cosmin Octavian Cepoi & Filip Mihai Toma, 2016. "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(2), pages 140-160, April.

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