/biz/ - Business & Finance

You are reading your 10-K's and 10-Q's, right anon?

>Hedge funds that access any 10-K or 10-Q have higher abnormal returns in the next month compared to funds that do not access filings. The result is statistically significant and economically large, representing a difference in abnormal returns of about 1.5% per year. More intensive information acquisition is also associated with higher subsequent abnormal returns, with the above-median users generating 2%-per-year higher returns than non-users.

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3127825