Market manipulation and the role of insider trading regulations

Article Abstract:

The Securities Exchange Act of 1934 was enacted to regulate widespread insider trading and stock exchange manipulation in the early 1930s. The trade disclosure rule specifically required insiders to report trading to the Securities and Exchange Commission within 10 days from the end of the month the activity took place. Research conducted indicates that the disclosure rule can also create incentives for insider traders by trading against their disclosure. They then capitalize on the market's wrong perception, trade in the right direction and reap profits.

Laws, regulations and rules, Stock-exchange, Stock exchanges, Insider trading in securities, Insider trading (Securities)

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Nonlinear dynamics and stock returns

Article Abstract:

Algorithms that can detect the presence of nonlinear dependence in time series and can determine between chaotic output of simple deterministic systems and stochastic systems are applied to stock returns. The algorithms were applied to more than 5,200 daily returns listed on the Center for Research in Security Prices' value-weighted portfolio. Results indicate that there is nonlinear dependence on the weekly returns.

Stocks, Prediction theory

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