Investing Research Articles

…in international markets, secondary share offerings reliably predict poor future stock returns, but share buybacks predict good future returns only for small firms.

…evidence does not support a model of funds flowing predictably back and forth between stocks and T-bills as investors overreact and correct to perceived crises.

…unusual trading by insiders helps isolate which short sellers know what they are doing, and vice versa.

…successful momentum trading may depend critically on restricting consideration to stocks with the lowest total transaction costs.

Do the experts who arguably should have the most informed opinions, finance professors, believe that the U.S. stock market is efficient? Do they invest in accordance with their beliefs? In their August 2007 paper entitled “Market Efficiency and Its Importance to Individual Investors – Surveying the Experts”, James Doran, David Peterson and Colby Wright seek… Keep Reading

…some individual investors/traders do consistently earn economically significant abnormal returns.

…both individual stocks and broad funds have, on average, appreciated overnight and stalled or declined during the trading day over the past 14 years. The first hour of trading may be the worst hour.

But the market is just unsafe at any speed…

But other people were forecasting even higher…

Risk analyzing stormy weather…