AI & Algo Trading

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Share Buybacks and Abnormal Returns

blog.edarchimbaud.com

Share Buybacks and Abnormal Returns

edarchimbaud
Sep 6, 2023
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Share this post

Share Buybacks and Abnormal Returns

blog.edarchimbaud.com
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Original paper

SSRN-id2664098.pdf

Trading rules

  • Investment universe: NYSE, Nasdaq, and AMEX stocks with market cap > $200 million and share price > $5

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