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Carr Bettis

0 comments / 23/11/2015 / Carr Bettis / Articles

Is U.S. Insider Trading Still Relevant? A Quantitative Portfolio Approach

Carr Bettis, John B. Guerard and Daniel McAuley Volume 13, Number 4, 2015 For 40 years academic literature has reported statistically significant excess returns to selected insiders trading in their firms’ shares, and similar evidence for outsiders who selectively mimic insider trading decisions spans three decades. However, constructing tradable signals leveraging insider trading data is… Read More

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