| Sure: The bid-ask spread paper:
"the black period is associated with a bid-ask spread narrower by about 2 bps" http://scholar.google.com/scholar?q=related:bZ0CEWMhg4YJ:sch... http://www.cib.espol.edu.ec/Digipath/D_Papers/38570.pdf Another well cited but controversial paper: http://foba.lakeheadu.ca/gradojevic/5079/meulbroek(1992)_ins... http://scholar.google.com/scholar?cites=3127308622037385070&... From those two, you can build your way up to the more current papers using the "Cited by" feature. For more quality, focus on papers written on the more known journals (eg: journal of finance, journal of financial economcs, RFS, and so on). Also, see the 1997 SCOTUS ruling on insider trading: http://en.wikipedia.org/wiki/Insider_trading#Court_decisions http://www.law.cornell.edu/supct/html/96-842.ZO.html IANAL, but their "misappropiation" argument can arguably apply in this case. Cheers |