To give you an idea of how widespread the problem is, a new study to be published in the Journal of Finance and Quantitative Analysis finds that option volume in a specific stock begins to surge three days before unannounced analyst upgrades or downgrades of a company.

WSJ: Insider Trading's Smart Cheats

In the forthcoming October 2010 issue of the AAII Journal, AAII Founder James Cloonan suggests looking for stocks whose average daily dollar volume is at least four times larger than your planned position.

FORBES: Know When To Sell

The result, they claim in a paper that will appear this month in the Journal of Physical Chemistry, is a nanofibre material with an extremely high ratio of surface-area to volume.

ECONOMIST: Space-age soot