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Value Investing Strategy (Strategy Overview)

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Momentum Investing Strategy (Strategy Overview)

Allocations for July 2024 (Final)
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Investing Research Articles

3539 Research Articles

The Ghosts of Stocks Past

…individual investors should exercise special care when considering the repurchase of stocks previously owned or the purchase of more of stocks already owned to ensure that their intellects are in charge of their feelings.

Testing the Halloween Effect

…the average investor in the U.S. equities will have difficulty avoiding relatively poor returns during the summer. They should focus on the winter months.

International Fed Model Test

…while changes in bond yields have short-term effects on stock prices, valuation ratios better forecast long-term stock market behavior.

What Drives Buybacks and Insider Trading?

…the quality (more than the quantity) of emerging earnings moves corporate officers to adjust repurchasing and personal trading of company stock.

Are Individuals Big Picture or Little Picture Traders?

…individual investors can look at their own trading patterns for clustering to assess whether they act like big picture or little picture traders.

Earnings Guidance Lags the Market?

…while there is a weak negative correlation between aggregate downward earnings guidance and monthly stock market returns, the stock market probably leads the guidance.

What Happens to Stocks Going on the Regulation SHO Threshold List?

…excess returns of the higher-priced stocks entering the Regulation SHO threshold list merit some consideration.

Could Failures Point to Success?

…picking through the stocks leaving the Regulation SHO threshold lists may be worthwhile.

Short Sellers: Contrarian or Momentum Traders?

…very recent data suggests that short sellers on average are contrarians who predict (or trigger?) near-term stock price underperformance. However, the underperformance is economically insignificant due to transaction and carrying costs.

The Disposition Effect as a Driver of Momentum

…the disposition effect may serve as the bootstrap of momentum investing by retarding the impact of good (bad) news for stocks with large unrealized capital gains (losses).