What Happens to Stocks Going on the Regulation SHO Threshold List?
August 5, 2005 - Short Selling
…excess returns of the higher-priced stocks entering the Regulation SHO threshold list merit some consideration.
August 5, 2005 - Short Selling
…excess returns of the higher-priced stocks entering the Regulation SHO threshold list merit some consideration.
August 4, 2005 - Short Selling
…picking through the stocks leaving the Regulation SHO threshold lists may be worthwhile.
August 2, 2005 - Short Selling
…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.
August 1, 2005 - Momentum Investing
…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).
July 29, 2005 - Big Ideas
…a very good introduction to a range of investment styles for new (but diligent) investors and a refresher for experienced ones.
July 28, 2005 - Momentum Investing
…momentum investing works, driven partly by reward for the risk of the unusual but transitory sensitivity of high-momentum stocks to overall economic growth.
July 26, 2005 - Investing Expertise
…stock analysts exhibit predictable underreactions in revising earnings forecasts. The degree of underreaction increases with the earnings forecast dispersion.
July 19, 2005 - Momentum Investing
…momentum investing works, and abnormalities in the distribution of returns for momentum-driven portfolios may partly explain why.
July 12, 2005 - Investing Expertise
…research results indicate that Regulation FD has leveled the playing field for all investors, and reduced the accuracy of sell-side analyst earnings forecasts.
July 8, 2005 - Animal Spirits
…company-specific news tends to decouple stock price behavior from the market, while the absence of news promotes co-movement.