J Schroeder

SEC-API.io

SCHOLARLY PAPERS

3

DOWNLOADS

427

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Anomalies, Trends and Patterns in Disclosure Activities: Understanding EDGAR

Number of pages: 39 Posted: 20 Dec 2023 Last Revised: 01 Jul 2024
J Schroeder and Peter N. Posch
SEC-API.io and TU Dortmund University
Downloads 198 (289,874)

Abstract:

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Market Anomalies, SEC Filings, Financial Data Analysis, Form 4, Form 8-K, Form 424B2, Form 10-K, Form D, Form NPORT-P, Form 13F-HR, SEC Correspondences

2.

Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings

Number of pages: 35 Posted: 15 Apr 2024 Last Revised: 01 Jul 2024
J Schroeder and Peter N. Posch
SEC-API.io and TU Dortmund University
Downloads 190 (303,805)

Abstract:

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Alpha Cloning, Portfolio Replication, Form 13F-HR, Institutional Investment Managers, Quantitative Analysis of Fund Performances and Portfolio Cloning

3.

An Explanation for the Halloween Effect: Why "Sell in May and Go Away" Works

Number of pages: 37 Posted: 07 Jun 2024
J Schroeder and Peter N. Posch
SEC-API.io and TU Dortmund University
Downloads 39 (803,106)

Abstract:

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Halloween Effect, Sell in May and Go Away, Explanation for Halloween Effect, SEC Filings