I saw this on Your World with Neil Cavuto. Regrettably, the FNC web site isn't nearly as detailed as the show, so there is nothing to link to there.
A little Googling left me with this:
http://entertainment.excite.com/celebgossip/pgsix/id/10_27_2005_1.html
^ I realize this is a "gossip" column, but i can guarantee there are better sources out there if you have the time to look. There is also a book out now with IRS documents and all kinds of proof. Can't find the title at the moment.
Not only has Moore bought and sold tons of stock, and still currently owns stock, he bought and owns stock from pharmaceutical companies which he plans to 'target' next, calling them "sickos."
Here's the kicker: Michael Moore bought and sold HUNDREDS of stock in, guess who, HALLIBURTON.
edit: the book title was in my face. :dead:
Do As I Say, Not As I Do: Profiles in Liberal Hypocrisy - Peter Schweizer