Objective research to aid investing decisions

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Investing Research Articles

3208 Research Articles

An Equity Risk Premium Opus

…the author provides a comprehensive overview of equity risk premium concepts and values, stressing the mid-20th century break in key financial relationships.

Sell Risk to Growth Investors and Buy It from Value Investors?

…value investors are generally risk avoiders, and growth investors are typically risk seekers. Buying risk from one group and selling it to the other may be profitable.

International Diversification with Small Stocks: A Two-fold Size Effect

…small-capitalization stock funds from other countries offer optimal diversification benefits for investors holding broad U.S. stock market indexes.

Measuring Investor/Trader Risk Aversion

…when investors/traders are depressed, as measured by the gap between implied volatility and historical volatility, so are stock prices.

The Timing (In)Ability of Mutual Fund Investors

…mutual fund investors would generally be better off with a buy-and-hold rather than buy-and-sell-and-buy-and-sell investing strategy.

Technical Analysis as Folk Medicine

…the incorporation of folk medicine by pharmacology offers a model for bringing technical analysis into the financial economics fold.

Do Mutual Funds That Practice Behavioral Finance Principles Outperform?

…investing based on the principles of behavioral finance is indistinguishable from value investing, producing similar raw excess returns.

Essential Ingredients for a Stock Market Boom

…stock market booms arise from the confluence of strong economic growth and low inflation. Excessive (?) monetary policy reaction to rising inflation kills the booms.

Does Technical Trading Work for Certain Kinds of Stocks?

…technical trading is more likely to be successful when applied to small-capitalization and illiquid stocks.

Stock Price Impacts of Management Changes

…past research indicates that there may be a good short-term price trade (but watch out for frontrunning) and a good longer-term volatility play for forced resignation of a CEO with replacement by an outsider.