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Investing Research Articles

3159 Research Articles

Reading Between the Numbers

…executives of public companies use optimistic and pessimistic language to communicate credible information about expected future firm performance, and the market responds to this information.

The Entropic Markets Hypothesis

…this synthesis of the theories of physical entropy, information processing and evolution offers an interesting perspective on investor psychology and financial market behavior.

Aggregate Analyst Sentiment in the Long Run

…aggregate distribution of analyst recommendations is a coincident or lagging stock market indicator, and those firms that appear to be most realistic (honest) with their distribution of recommendations provide the best advice.

The Illusionary Markets Hypothesis?

…stock market information warfare may be a winning strategy.

The Hedge Fund Public Relations Game Plan?

Is this how a savvy hedge fund manager plays the game? First, get cozy with other fund managers, financial market research firms and the financial media. Then “orchestrate” the attention paid to a company in which the manager’s fund has taken a position? Here’s a picture, with some links to relevant allegations and news/commentary…

Just Protecting Their Investing/Trading Reputations?

…reputational concerns of institutional fund managers may create mispricing opportunities for other investors.

An Overview of Investor Animal Spirits

…ormal research on the emotions of investing suggests that mood affects investor behavior, but it does not offer much in the way of practical trading edges. Keeping one’s own emotions in check does seem key to outperforming as a trader.

Classic Research: Embrace Risk, But Take Profits

…traders can outperform by entering positions when volatility spikes and then taking profits quickly.

Finding Memes for Contrarian or Trend-following Plays

…rapid meme detection via Internet-enabled technologies may offer an edge for tuned-in traders.

Out-of-Sample Test for a Stock Market Model

…investors/traders may pivot on earnings, but appear to react to the inflation rate rather than interest rates.