Investing Research Articles

…evidence indicates that a trader who periodically switches to the hottest known anomaly based on a rolling window of past performance may be able to beat the market. Anomalies appear to have their own kind of momentum.

The quality of working papers from academia is as high as, or higher than, that of many analyses available to investors from investment industry sources and from other investors.

The momentum investing approach, whether implemented via simple moving average (SMA) crossovers or lagged returns (or a combination) may be fragile with respect to exact parameter selection…

…evidence suggests that investors can concentrate the short-term (one month) stock return reversal effect by focusing at the industry level.

…the long-run outperformance claimed by Doug Fabian appears to be a legacy of methods no longer strictly followed.

…evidence from nearly six decades of data indicates that diversifying across stock return anomalies consistently beats individual anomalies and the broad stock market.

…there is not enough public information on these sites to support due diligence on the investment performance of Doug Casey’s advice.

…there is not enough public information on these sites to support due diligence on the investment performance of Roger Conrad’s advice.

…evidence indicates that that discretionary (but not non-discretionary) aggregate accruals scaled to total assets significantly predict next-year equity market returns and that firm-level accruals scaled to earnings have substantially stronger and more consistent predictive power for future individual stock returns than accruals scaled to total assets.

…evidence indicates that hedge fund investors should lean toward low-profile funds.