have been asked to look at some financial timeseries for potential suspicious activity. These are stocks (my background fixed income hybrids trading and not forensic analyst...) and most of the conclusions will be drawn from granular trade level data (spoofing etc).
However, there exist general quantitative / statistical approaches to detection of patterns of activity and informational asymmetry and am wondering if anyone can give me some references (regulatory or otherwise). I found this general survey but would like pointers on journals / books / papers to consult if possible:
(also I think Algorithmic Trading by Cartea et al has some paragraphs on infomational asymmetry, which will explore).
There must be a substantial body of research on this, am hoping some might be public domain, can anyone help?
There's some interesting pattern recognition work if interested: https://webdocs.cs.ualberta.ca/~zaiane/postscript/DSAA2014.pdf; http://www.ijtef.org/vol7/503-FR00023.pdf