Sentences with phrase «abnormal returns buying»

Not exact matches

Material News - Material News is prior studies indicating insider buying, selling, activity precedes positive, negative, abnormal returns that persist over relatively long horizons.

Remarks: Due to their conceptual scope — and if not explicitly stated otherwise — , all models / setups / strategies do not account for slippage, fees and transaction costs, do not account for return on cash and / or interest on margin, do not use position sizing (e.g. Kelly, optimal f)-- they're always «all in «-- , do not use leverage (e.g. leveraged ETFs), do not utilize any kind of abnormal market filter (e.g. during market phases with extremely elevated volatility), do not use intraday buy / sell stops (end - of - day prices only), and models / setups / strategies are not «adaptive «(do not adjust to the ongoing changes in market conditions like bull and bear markets).

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One explanation is that the abnormal returns of these strategies reflect returns to buying and selling mispriced stocks.