Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for January 2021 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for January 2021 (Final)
1st ETF 2nd ETF 3rd ETF
Filter Research
New Research Filter

The new filtering tool is a better way to search and order research. With the filter you can:

  • Enter search keywords
  • Select one or multiple categories
  • Filter specific date ranges
  • Sort by relevance, date, and popularity
  • Increase the number of posts per page

Questions or comments? Email [email protected].

Investing Research Articles

2924 Research Articles

Unbalanced Attention?

…company-specific news tends to decouple stock price behavior from the market, while the absence of news promotes co-movement.

Investing Like an Optimist

…stock pickers tend to be optimists who should focus on objectivity in assessing the outcomes of their stock picking.

Outing the (Negative) Alpha

…the active management component of broadly diversified (closet index) mutual funds is generally expensive and ineffective. In comparison, hedge funds with 100% active management are not that pricey.

Use the “Cone of Silence” When Buying Stocks?

…individual investors tend to limit buying consideration, detrimentally, to those stocks that grab their attention via unusual trading or other news.

Bad News is Good News, Except When…

…good (bad) macroeconomic news is bad (good) for broad stock indices during expansions and good (bad) during recessions.

Market Orders Versus Limit Orders: Informed Traders Prefer…

…informed traders prefer price certainty over execution certainty unless the value of their private information is about to expire.

Pricing Corporate News

…the stock market shows significant predictability (rather than perfect efficiency) in its reactions to news.

The Adaptive Markets Hypothesis

…principles of evolutionary biology such as competition, mutation, reproduction, and natural selection drives the evolution of financial markets.

4% Solution: Equity Risk Premium Update

…expect single-digit long-term returns from stocks.

Predicting the Past with Investor Sentiment

…investor sentiment tends to “predict” the past.