How do you go about getting information about smaller cap companies such as insider trades?

I'm just kind of getting into investing and trying to figure out how to do better research... Sites like yahoo finance often have information about the larger cap companies such as trades made by board members, more detailed financial info, etc.... but is there anyway to get information like this on your own for small companies when sites dont have info like this posted? can you contact the SEC and get that type of info or anything like that?How do you go about getting information about smaller cap companies such as insider trades?I work for an investment advisory firm and we use Bloomberg. It is a huge source for financial information. granted it does cost about 1,200 per month but it has great information on all stocks. Bloomberg gives you an entire computer, but other sites such as Morningstar.com can give you other information, members are free there but research can cost $$??/month. Also the websites of each company you are researching will have info, for instance if you wanted to invest in Finish Line. check out.. finishline.com %26gt;investor relations (at the bottom) %26gt; they will have annual reports and company info- any publically traded company has to produce public finanacial statements. If you already know the stocks you want, this is the best way to get company info.