EVD-230

Paul Zarembka — Insider trading before 9/11 re-examined (Toronto Report ch.6)

academic paperindependent researcherauthenticoriginal

Provenance

Source: The 9/11 Toronto Report (2012), International Hearings on the Events of September 11, 2001
Date: 2012-09-11
Page: Toronto Report, Chapter 6
SHA-256: 8d7d71a1bb1422f23deaf3ff3c4e326d80e9539d062522fd20968e1d19a7f677
Classification: unclassified
Copyright: unknown

https://ic911.org/toronto-hearings/report/toronto-report-ch-06/

Quality 3.13 / 5components retained

Prov4

Auth4

Ind3

Contemp1

Corr2

Spec4

Comp4

Chain3

Observation

A 2012 hearing paper surveys three academic option-market studies and argues the combined pre-attack activity is not plausibly random, while treating UAL/AMR themselves as weak because of hedging.

Interpretation

Unusual volume ≠ identified plot trader. H012 remains the live hypothesis. This chapter is not independent of Poteshman.

Source text

Retrieved 2026-09-02. Derivative of peer-reviewed econometrics already represented by Poteshman (EVD-132) and the Commission/SEC negative (EVD-118). Adds Wong and Chesney. Does not name plot-participant traders.

Hypothesis linkage

H012supportsseeded
Zarembka surveys Poteshman/Wong/Chesney as combined non-random activity. Derivative of EVD-132.

People

Paul Zarembka

Citations

Cites EVD-132