Investing Research Articles

Can technical (price) analysis usefully identify major bubbles and anti-bubbles in financial markets? In the May 2009 version of their paper entitled “A Consistent Model of ‘Explosive’ Financial Bubbles With Mean-Reversing Residuals”, Lin Li, Ruoen Ren and Didier Sornette model bubbles. In their March 2010 paper entitled “Diagnosis and Prediction of Market Rebounds in Financial… Keep Reading

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

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

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

“Have you done a review on spinoffs?”

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

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

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

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

…evidence from simple tests indicates that the momentum anomaly is substantial and persistent over long periods for industries/asset classes on a gross return basis.