REP 487 Review of Australian equity market cleanliness

Released 9 August 2016

In this report we seek to measure Australian equity market cleanliness with a focus on possible insider trading and information leakage ahead of material, price-sensitive announcements.

We applied a number of methods, evaluated their efficacy and examined their differences through time and across industry sectors, market capitalisation and announcement types.

Read REP 487 (PDF 950 KB) | Read the media release

Listen to a podcast on the review

Last updated: 25/08/2017 02:05