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Investing Research Articles

3501 Research Articles

Analysis of Managed Futures?

“On a day after a large decline in equities, it might be appropriate to look at managed futures.”

Technical Analysis of Market Bubbles and Anti-bubbles

…evidence from tests on a modest sample of bubbles/anti-bubbles indicates that complex technical analysis of financial markets may offer investors some edge in timing some market extremes.

Weekend Effect for Individual Stock Options?

…evidence indicates a potentially exploitable tendency for prices of individual U.S. stock options to drop over weekends.

How About Jack Steiman?

“How has Jack Steiman done? I have heard that he does a good job of calling the markets.”

The Aden Sisters on the Stock Market

As suggested by a reader, we evaluate here the stock market commentary of the Aden sisters via MarketWatch.com since June 2006. Mary Anne and Pamela Aden are self-described as “two of the most influential and well known investment analysts, writers and lecturers in the world. They are the co-editors and publishers of the Aden Forecast,… Keep Reading

How About Spinoffs?

“Have you done a review on spinoffs?”

Lagged Cloning of Mutual Funds

…evidence indicates that cloning winning mutual funds with consistent styles may be an attractive stock-picking strategy.

Underestimation of Wildness?

In the opening paragraphs of his April 2010 article entitled “Traditional vs. Behavioral Finance”, Robert Bloomfield handicaps his subject contest as follows: “The traditional finance researcher sees financial settings populated not by the error-prone and emotional Homo sapiens, but by the awesome Homo economicus. The latter makes perfectly rational decisions, applies unlimited processing power to… Keep Reading

Trading Frictions Over the Long Run

Careful assessment of the exploitability of premiums or anomalies derived from long-run series such as stock indexes requires consideration of contemporaneous trading frictions. How have frictions changed over time? In the May 2002 version of his paper entitled “A Century of Stock Market Liquidity and Trading Costs”, Charles Jones assembles annual long-run series of three… Keep Reading

The Real Calendar Effects?

…evidence from joint tests support a belief that the Halloween effect and the turn-of-the-month effect are the “real” calendar effects.