Well, it's not against the rules. Why would it be? It's two entirely different sales, there's no guarantee to successfully complete such a "trade", and anyone else can bid if he wants.
There's no potential ban doing that. You could make a case for a ban if both teams sell their guys well over their value, but at market value there's no reason to ban anyone.
If you want to be sure, just submit the "trade" to a GM before doing it, and see if it's a fair sale.
because it is clearly a arranged one, and mostly above market prices because else they wouldn't work in most cases because at least one get outbid ;) it is a least suspicious transfer, where you get easier a fine then a normal one where you buying a player from regular market and normally you will also find a player who fit better to your team there. So why don't include a third team in the trade instead, when team B wants the palyer from team A he don't need to get the money from A he could easily get it from team C else you are looking for prices over the range.