Insider Trading Patterns David Cicero, and M. Babajide Wintoki A version of the paper can be found here. Abstract: "We document two patterns of informed insider stock trading: isolated trades and trade sequences. Isolated trades [...]
Predicting Fraud by Investment Managers Stephen Dimmock and William Gerken A recent version of the paper can be found here. Abstract: We test the predictability of investment fraud using a panel of mandatory disclosures filed [...]
Jack and I are working on a new research paper that addresses a very simple question: Can investors improve their screening process by eliminating frauds, manipulators, and financially distressed firms? Answering this question appears easy, [...]
60 Minutes has a great segment explaining the lack of insider trading rules for Congressmen. http://www.cbsnews.com/video/watch/?id=7388130n&tag=contentBody;storyMediaBox Amazing, isn't it? You can sit on the healthcare committee, learn that the new bill will cut insurance companies [...]
I'd like to welcome a new contributor to the Alpha Architect blog -- Jack Vogel. Jack is currently a PhD student in finance at Drexel University. He also happens to be my teammate when it [...]
Have Goodwill Accounting Gone Bad? Kevin Li and Richard Sloan A version of the paper can be found here. Live implementation data can be found at Empirical Finance Data™ (Expected Q2 2011) Abstract: SFAS 142 replaces [...]