Striking up with the in crowd: When option markets and insiders agree.

In addition, the intercept remains positive (65 basis points equal-weighted, 59 basis points return-weighted) and strongly significant when option markets are positive; it is still positive (31 basis points equal-weighted and return-weighted) but weakly significant when option markets are neutral.

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We find that the difference in returns between the INSIDER BUY and INSIDER SELL groups is positive and highly significant when option markets are positive and less significant when option markets are neutral or negative.

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