InsidersTradesSigma
Walk-forward studies on 162 k filings: what factors compound, what bleeds, with code and Sharpe figures.
在我们的样本中,2023-2024年欧盟和美国内部人买入申报中,女性申报占比3.6%。她们的交易规模较小,集群背景更多,样本量也较小。
本文探讨了幸存者偏差如何影响内幕交易研究,以及将退市公司纳入绩效分析的重要性。
Insider purchases in small-cap companies often yield stronger returns than in large caps. Explore the factors influencing this trend and its strategic implications.