First off, it's based on the book and the author has stated that he did kill all of those people. Now, the movies takes some liberties with the material, like adding that scene where his secretary looks at his journal and it gives an impression that it was all in his head. The sequence where he tries to shove a cat into the ATM and his night time shooting spree may be imagined, but I think he did commit all those murders.
Why did his lawyer tell him that he had dinner with Paul Allen? Did you ever consider that since many of the yuppies were interchangeable that his lawyer mistook Paul Allen for a different person?
Or how about the scene where he goes into the apartment where he left the dead body and the apartment lady gives him a strange look and tells him to go away and never come back? Did you consider that she actually cleaned up the entire mess and pretended nothing ever happened, so her business could continue without a hitch, so she could keep making money? Isn't it peculiar how she looked at him when he came in, like she knew he was the man who had left the body?
What the movie is trying to tell you is that in the world of New York, money, and big business it doesn't matter if you are a killer or not- people will look the other way, for money and for their image.