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Elliott Wave International : News : On fractal distribution function estimation and applications Information Transparency and Valuation: Can you value what you cannot see? Continuous overreaction, insiders trading activities and momentum strategies |
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In this paper we review some recent results concerning the approximations of distribution functions and measures on [0, 1] based on iterated function systems. 
It is clear that some firms are more forthcoming about their financial affairs than other firms, and that the financial statements of a few firms are designed to obscure rather than reveal information. By Prof. Aswath Damodaran
The paper investigates the influence and explanatory power of aggregate insiders trading activities on momentum trading strategies. We find that insiders trading activities can predict cross-sectional returns and can strengthen the naı¨ve momentum effects. Jihong Xiang, Jia He , Min Cao
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