Australian Transaction Reports and Analysis Centre (AUSTRAC) is a Federal Government Agency that has responsibility for detection and investigation of potential abuses of the financial system. Its powers are circumscribed by the Anti-Money Laundering and Counter-Terrorism Financing Act 2006. The...

Using a novel dataset of insider trading and short selling from the Hong Kong Stock Exchange, we investigate potential information leakage from insiders to short sellers, particularly in family-controlled firms. We document a significant increase in short selling volume before information on...

This paper explores an unexamined sentiment channel through which technical analysis can add value. We use a spectrum of technical trading strategies to build a daily market sentiment indicator that is highly correlated with other commonly used sentiment measures. This technical-analysis-based...