Atlanta's Mayor, Mr Bill Campbell said Mark Barton, was pulled over by police in his van and offered no resistance. "He was pulled over, then apparently killed himself at that time," he told a news conference.
The green van was seen sitting at a gas station in Cobb County, near Atlanta.
Mr Campbell said a note had been left at the scene of the killing of Barton's wife and two children at their home. He said Barton was a day trader who had done business with a brokerage in the Two Security Centre. He "was concerned about financial losses", the mayor said. Stock indexes had dropped sharply.
Day traders seek out stocks solely for their sharp price swings, buying and selling them quickly to capitalise on the short-term movement in price and rarely holding a position overnight.
The shootings began at All-Tech Investment Group, a day-trading company on the third floor of the building, company officials said.
The gunfire was reported about 3 p.m. (7 p.m. GMT) in Two Security Centre, which houses the brokerage, a travel agency and other offices. It is in the wealthy and fashionable Buckhead section of northern Atlanta.
Dozens of police officers swarmed into the building.
Detective Willie Rosser of the Henry County police said three relatives of Barton were found dead at a home in Stockbridge, 16 miles south-east of Atlanta. He could not identify them or give any other details.
Barton walked into a brokerage office, then walked across the street and began shooting at another brokerage there, the mayor said. Four of the victims were killed in one building and five in the other.
"We have no idea what caused Mr Barton to begin shooting," Mr Campbell said. "Those who have identified Mr Barton indicated he came in, had a normal conversation and then began shooting."
Mr Jai Ramoutar, director of All-Tech Trading Group, where some of the shootings took place, said Barton had not traded there for some time.
He came into the office "and after speaking with our branch manager suddenly stood up and for no reason opened fire on the manager and his secretary", he said in a statement.
"This man then went into our main trading room and began indiscriminately shooting the customers," he said.
"The man then ran out of our office and continued shooting in another part of the office building . . .
"We don't know the reason, if any, for this horrible act of violence. All-Tech's customers trade their own accounts in our offices and this man was such a customer," he said.
Some people were still hiding in offices in the building nearly three hours after the shooting.
Mr Scott Belazi, who works on the third floor of the building, said police told him a man walked into the building's leasing office on that floor and shot someone. "They got us out of there," he said. "We saw a bunch of blood in the leasing office."