Stock Market Anomalies: What Can We Learn from Repurchases and Insider Trading?
Event-driven strategies in equities, studied by Core and co-authors in 2004. The abstract does not mention a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“We discuss advantages and disadvantages of the use of managerial trading activity to infer managers' private valuation about their own securities.”
AssetEquities
StrategyEvent-driven strategies
InputsFundamentals
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodEvent-driven strategies by year
FamilyEvent-driven strategies52Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 950
AssetEquities40
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