Weekly Summary of Research Findings: 8/26/13 – 8/30/13

August 30, 2013 • Posted in Weekly Summary

Below is a weekly summary of our research findings for 8/26/13 through 8/30/13. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.

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  • Monetary Policy and Stocks in Europe
    Evidence suggests that monetary policy shifts do affect investor allocations to stocks and cash, and thereby the return on stocks.

  • Stock Returns Around Labor Day
    Best guess is that any anomalous U.S. stock market behavior around Labor Day is a relatively strong return one trading day before the holiday and high volatility the day after, but noise generally dominates and recent data does not support belief in a return anomaly.

  • Hedge Fund Benchmark Biases
    Evidence suggests that hedge fund indexes overstate annual industry performance by about 0.5% due to hedge funds that cease voluntary reporting to commercial databases.

  • Processing News to Predict Stock Returns
    Evidence indicates that more complex news sentiment analysis tools (such as the Thomson-Reuters neural network) predict larger, more lasting gross stock returns than do simpler sentiment measurement tools.

  • Stock Quality and Future Returns
    Evidence indicates that high-quality stocks (based on profitability, growth, safety and payout) offer strong and consistent gross performance.

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