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Research_

Insider Trading Detection Using Model of Information Asymmetry

Business School Pilot Research Scheme

Joakim Westerholm; Hank Berkman (University of Auckland)

Finance

Project Summary

The aim of this project is to develop a framework for insider trading detection that is based on a combination of theory based models describing how security prices are impacted by investors with different levels of information about a security’s value. In this project we will use highly detailed information about transactions by financial professionals or experts in our unique dataset, to develop a system for detection of insider trading in any market or security. Based on expected high impact outcomes of the proposed research we aim to provide policy recommendations that optimise the trade-off between positive and negative impacts of insider activity and contributes to greater market efficiency, fairness and integrity.

Funding

1/12/2016 - 31/12/2017

Total

$12,000 (AUD)