Quant Geek Weekend Homework: Academic Finance Research

/Quant Geek Weekend Homework: Academic Finance Research

Quant Geek Weekend Homework: Academic Finance Research

By | 2017-08-18T16:58:33+00:00 May 9th, 2015|Uncategorized|Comments Off on Quant Geek Weekend Homework: Academic Finance Research

Recently Discovered Academic Finance Research You Might Have Missed:

  • The Five-Factor Fama-French Model: International Evidence (Nusret Cakici)
  • Doubt on Five-Factor Fama-French Model: Is it Just in Essence a Noise? (Hou, Xue and Zhang)
  • Stocks with Negative Analyst Forecast Skewness tend to be undervalued? (Cai Zhu)
  • Covering-Up When the Tide Goes Out? Momentum Seasonality and Investor Preferences (Barradale)
  • Industry Herding and Momentum (Zhao, Yan and Sun)
  • Active, Passive, and In-Between: Morningstar Editor’s Picks (Morningstar)

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About the Author:

Wes Gray
After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.