Investors and analysts closely monitor insider trading activities of listed companies, as corporate executives, directors, and major shareholders typically possess deeper understanding of corporate affairs. Their stock transactions may signal material non-public information about corporate developments that could significantly impact future trajectories. Furthermore, these insiders' trading decisions might derive from unique interpretations of public information, thereby providing market participants with insights into potential stock price movements. Consequently, these transactions hold substantial analytical value for assessing corporate prospects and forecasting stock trends.
This dataset documents insider trading activities in U.S. listed companies. Since mid-2003, the Securities and Exchange Commission (SEC) has provided structured filings of these insider trading reports through its official website. The presented dataset is constructed from original regulatory filings, updated daily to include all information reported by insiders without modification.
Proper citation is required when using this dataset:
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Balogh, A. Layline Insider Trading Dataset. Harvard Dataverse https://doi.org/10.7910/DVN/VH6GVH (2023).
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Balogh, A. Insider trading. Scientific Data 10, 237, https://doi.org/10.1038/s41597-023-02147-6 (2023).
Data Download
https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/VH6GVH