sec_8k_event
Campbell-Chen-Dhaliwal-Lu (2014) The Accounting Review — 8-K filings concentrate price discovery, count = activity signal
Rolling Sharpe
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90-day rolling window
Drawdown
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peak-to-trough
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0 fires · weight 0.00×
Current Status
State
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Fires (90d)0
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Methodology
Campbell-Chen-Dhaliwal-Lu (2014) The Accounting Review — 8-K filings concentrate price discovery, count = activity signal
Supported Markets
US Stock
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