Data from Thomson Financial describing the sales and purchases of stock by corporate insiders.
A database includes:
Table One file contains all Table 1 non-derivative transaction and holdings information filed on Forms 3, 4, 5. Coverage January 1986 to Present.
Table Two file contains all Table 2 derivative transaction and holdings information filed on Form 3, 4, 5. The data in this includes open market derivatives transactions as well as information on the award, exercise, and expiration of stock options. coverage January 1996 to present.
Form 144 File contains the Proposed Sale file is derived from Form 144. This data includes the expected data of sale, the number of securities to be sold, the estimated market value of the proposed sales, and the name of the executing broker. Coverage January 1986 to present.
The Average Returns file contains the information relating to how a stock has historically performed following an insider’s transactions. The file includes average 3-month and 6-month buy and sell returns as well as the number of historic buy and sell decisions for each individual insider. Coverage June 1996 to present.
Amendment Concordance file links an amended filing to its original filing by way of DCN. This prevents double counting by allowing users to see which original filing is being replaced. The amendment concordance file is a full refresh every day. Please note: not all amended filings are included in this file, only those that meet our concordance criteria. Coverage October 2002 to present.
Insider Filings Data is accessed through a Wharton Research Data Services (WRDS) account.
Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.
To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.
UNC-CH users with additional password