Below is a weekly summary of our research findings for 3/2/20 through 3/6/20. 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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- Pick Stocks of Firms that Tweet a Lot?
Evidence suggests that firms using Twitter carry a social media risk rewarded by higher stock returns compared to firms not engaged on Twitter. - SACEVS and SACEMS from a European Perspective
Available evidence indicates that introducing a currency exchange complication into SACEVS and SACEMS increases strategy volatilities and deepens drawdowns. - Bonds During the Off Season?
Evidence from simple tests on a limited sample suggest that safe bonds tend to outperform both stocks and high yield bonds during the May-October off-season for stocks. - The Post-publication Value Premium
Evidence indicates that the value premium for U.S. stocks materially declines post-publication, but the high volatility of monthly value premiums limits confidence in the decline. - Roll of Social Transmission Bias in Investing
Investing models that incorporate social transmission biases may support development of attractive investment strategies.
