The phrase "abnormal trading" is correct and usable in written English.
It can be used in the context of financial markets to describe trading activity that deviates from the norm, often indicating unusual patterns or behaviors.
Example: "The stock experienced abnormal trading, leading analysts to investigate potential insider information."
Alternatives: "irregular trading" or "unusual trading".
The average abnormal trading profit is $12,000 per year, much larger than the median value.
We also identify abnormal trading volume in the moments after investors with access to PDS receive SEC filings.
This is evidenced by positive abnormal trading volumes and excess implied volatility for options prior to SP announcements.
We find that abnormal trading volume is increasing in the residual tone of management forecasts after controlling for the price reaction to forecasts, suggesting that there is significant investor disagreement over the implication of this tone for firm value.
If the abnormal trading continues for more than 15 seconds, according to the S.E.C., then a five-minute trading pause would kick in.
There was no abnormal trading activity within Platts' Urals Market-on-Close (MOC) price-assessment process, and there is no evidence of such.
The China Securities Regulatory Commission ruled that the abnormal trades conducted by the brokerage firm, Everbright Securities, had constituted "a number of legal and regulatory violations," Xinhua, the state-run news agency, reported Friday.
We document a non-monotonic relationship between trade volume and abnormal returns: Trade size initially increases with abnormal returns, but shrinks thereafter.
Hirshleifer et al. (J. Account. Econom. 38 (2004)) and Taffler, Lu and Kausar (J. Account. Econom. 38 (2004)) document large and statistically significant abnormal returns from trading on balance sheet data and audit opinions.
No investor can earn abnormal returns from trading rules based on any publicly available information.
Despite legal prohibitions, prior literature consistently finds insiders' trades are often based on private information, as evidenced by the abnormal profits their trades earn on average.
