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2016 | 129 | 5 | 980-985
Article title

Identification of Insider Trading Using Network Numerical Models

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Abstracts
EN
This article presents a network algorithm for identifying transactions which may constitute a violation of restricted periods, namely, making transactions in company shares by persons possessing inside information. The empirical research was performed on the basis of publicly available information on exchange trading, originating from the Warsaw Stock Exchange. The analysis is based on a numerical model which describes information spreading in a network with an information bottleneck. The applied method can confirm with high probability the use of inside information for carrying out unauthorized stock market transactions.
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Contributors
author
  • Institute of Economics, Polish Academy of Sciences, Palace of Culture and Science, pl. Defilad 1, PL-00901 Warsaw, Poland
author
  • Institute of Economics, Polish Academy of Sciences, Palace of Culture and Science, pl. Defilad 1, PL-00901 Warsaw, Poland
References
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Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.bwnjournal-article-appv129n516kz
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