Home  Journals  Financial Analytics: Science and Experience  44(134) - 2012 November

Detection of insider transactions at intra day trade in the Russian stock market

Available online: 23 November 2012

Subject Heading: MATHEMATICAL METHODS OF THE ANALYSIS IN ECONOMY

JEL Classification: 

Mathematical procedure of detection of insider transactions at intra day trade in brave assets is offered. Its application for indexes of MICEX, RTS and JSC "Polyus Gold" actions is considered.

Keywords: Keywords: informed intra-day trading, ARMA, detection criterion

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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