Company Events & EarningsExtended setlive in productionNew

Corporate-Jet Merger Signal

Updated dailyData needs: mediumlong only
paper
2020
Source
Akey, P., Heimer, R. (2020). "Why do executives have so many flight benefits?" *Journal of Financial Economics* (working paper / SSRN). Jiang, F., Habib, A., Hou, X., Liu, M. (2020). "Executive private jets and corporate fraud." *Review of Financial Studies* (working paper).
Citation only, paper link pending.

In plain terms

If multiple companies' corporate jets land at the same airport within 48 hours and yours is one of them, an M&A is likely brewing. We buy the target's stock and hold for two to four weeks.

How it works

When >=2 distinct corporate jets (candidate acquirer + target) land at the same metropolitan/regional airport within a rolling 48h window, the pattern statistically precedes an M&A announcement leak. The single-jet "unusual destination" effect from Bao-Edmans 2023 (#201) is complemented here by a multi-party clustering rule on the same source data.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • Corporate jet flights

    Corporate-jet flight history derived from OpenSky/ADSB sources and mapped to tickers.

Expected edge

Reported return
1-3% / event (target untested)
Tested over
T+0 to T+30d

Akey-Heimer 2020 documents 1-3% abnormal acquirer returns over 30d on multi-jet co-presence; target-side capture untested.

Example tickers where this is likely to fire

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

Explore Corporate-Jet Merger Signal on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more