Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for November 2021 (Final)
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Allocations for November 2021 (Final)
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Investing Research Articles

3074 Research Articles

Quantifying and Exploiting Long (Bull and Bear) Trends

…portfolio management based on statistically reliable characterization of the long-term trend of the stock market offers an economically significant advantage over approaches that ignore the long-term trend.

More Information is Better?

…individual investors should continually ask themselves whether their information gathering efforts support rational execution of new decisions, or merely feed overconfidence in past decisions.

Screening for Fear When Portfolio Building

…the volatility premium for individual stocks derives from volatilities implied by options prices rather than historical (realized) stock price volatilities. This premium may be concentrated in small growth stocks.

The Professor’s Forecast for the Indefinite Future…

The more we study it, the smaller it gets? Or, the act of studying risk diminishes the fear of it?

Can Real Estate Experts Provide Reliable Advice for Commercial Property Investing?

…it is doubtful that commercial real estate experts can accurately forecast returns from investments in commercial properties by type or location.

The (Dynamic) Meanings of Buy, Hold and Sell

…lead underwriter sell recommendations may be the only analyst calls worth tracking.

A Contrarian Play on Small Profitability Laggers?

…small capitalization stocks with low past profitability may be key to exploiting the size effect.

Bet Against Big Sympathy Moves?

…investors appear to overreact systematically in projecting a firm’s earnings results to the near-term earnings announcements of peer companies.

Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals (Chapter-by-Chapter Review)

…”much of the wisdom comprising the popular version of TA does not qualify as legitimate knowledge,” and “TA must evolve into a rigorous observational science if it is to deliver on its claims and remain relevant.”

Success Factors for Mutual Funds Worldwide

…mutual fund investors venturing into the international arena may want to apply these findings to screen funds according to size, age, fees, management and country.