RE: Insider trading and market efficiency (was: Martha Stewart...)

From: gts (gts_2000@yahoo.com)
Date: Sun Jun 15 2003 - 15:53:09 MDT

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    I William Wiser wrote:

    > First, are insider trading laws about what is widely known
    > or what is widely available to be known? If most anyone
    > could get the information is that good enough?

    To give you an example: let us say you observe that almost every time a
    stock gets highlighted in the investment column of some business magazine,
    the stock jumps in price on the day the magazine hits the news-stands. You
    know someone who works at the company that prints the magazine, so you call
    him and ask him to tell you the name of the company that will appear in the
    column, before the magazine hits the news-stands, so that you can buy the
    stock and profit from the positive publicity on the day the magazine hits
    the stands. This strategy is illegal in the USA.

    But have you really taken possession of "inside information" about the
    company? Not really. You've just found a clever way to predict the demand
    for the stock. It will be something to brag about while you're in prison.

    This strategy above has been tried, by the way.

    > Scientist figure out things other people
    > do not know with information that is widely available to
    > everyone. It seems like one could also figure out which
    > companies are over or under valued by the market given sufficient
    > diligence.

    One would think so. But when real scientists (not the pseudoscientists of
    Wall Street) applied good science to the market they discovered that the
    current market price of a stock reflects the best estimate of the company's
    value on any given day, and that to the extent that the current price may be
    in error, there was no evidence that any non-insider participants in the
    market are able to capitalize on such errors consistently.

    -gts



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