Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for June 2024 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for June 2024 (Final)
1st ETF 2nd ETF 3rd ETF
Filter Research

Investing Research Articles

3527 Research Articles

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.

Should Equity Investors Hope for Good or Bad Economic Forecasts?

…equity investors should be contrarian when considering economic forecasts. Bad is good.

The Frailty of the Size Effect?

…the empirical evidence for the size effect is superficially consistent, but frail at closer inspection. The size effect is not “dead,” but it is ailing.