Investing Research Articles

…evidence from tests of an extensive set of technical trading rules as applied to emerging foreign exchange markets indicates that profitability of technical analysis, after correcting for data snooping bias, may be illusory.

…evidence from simple tests does not support a belief that The Mutual Fund Strategist timing signals beat simple free timing signals based on a 200-day simple moving average.

…investors may be able to boost momentum returns for individual stocks substantially by incorporating information from past trading volume and detailed analysis of firm fundamentals.

…tailored fundamental analysis may be able to identify growth stock mispricing and earn substantial abnormal returns.

“Does it really help to wait a half hour (or whatever) before trading?”

…The Little Book of Behavioral Investing is a broad survey of behavioral biases and countermeasures as related to financial markets, especially for value investors. The self-awareness espoused may be as important to successful investing as valuation methods.

As requested by a reader, we evaluate here Steven Jon Kaplan’s commentary at True Contrarian since May 2002 (the earliest listed before a 5/22/11 reset that discarded posts prior to 5/18/11). Steven Jon Kaplan states that “each issue will feature my intermediate-term financial outlook, my long-term financial outlook.” The table below quotes forecast highlights from the… Keep Reading

“Are you aware of research on the before and after impacts of company earnings releases on option prices?”

…evidence suggests that long-term investors may be able to boost net Sharpe ratio by using high-frequency signals to make trade-or-delay decisions at each scheduled portfolio rebalancing.

…evidence from several simple tests does not support a belief that increases in interest rates reliably predict low returns for utilities based on horizons of a few weeks, months or quarters. If anything, results suggest that increases in short term rates might relate to good returns for utilities some months hence.