数据集 | Layline美股内幕交易数据集
该数据集捕捉了公开交易公司的内幕交易活动。证券交易委员会自 2003 年中以来在其网站上以结构化格式提供了这些内幕交易报告。然而，大多数学术论文使用的是商业数据库而非直接使用监管文件，这使得复制变得困难，因为商业数据库中的数据操作和聚合步骤是不透明的，而且随着时间的推移，数据提供者可能会更改历史记录。为了克服这些限制，本数据集是从原始监管文件创建的；它每天更新，并包括内幕人士报告的所有信息，未经修改。This dataset captures insider trading activity at publicly traded companies. The Securities and Exchange Commission has made these insider trading reports available on its web site in a structured format since mid-2003. However, most academic papers use proprietary commercial databases instead of regulatory filings directly, which makes replication challenging because the data manipulation and aggregation steps in commercial databases are opaque and historical records could be altered by the data provider over time. To overcome these limitations, the presented dataset is created from the original regulatory filings; it is updated daily and includes all information reported by insiders without alteration....
