Counterpoint: ETF Activity May Make the Stock Market MORE Efficient
By Wesley Gray, PhD|June 8th, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, ETF Investing|
Lawrence Glosten, Suresh Nallareddy, and Yuan ZouManagement Science, forthcomingA version [...]
Excess Returns Podcast: Systematic Value Investing (Wes)
By Wesley Gray, PhD|June 5th, 2020|Podcasts and Video, Factor Investing, Research Insights, Media, Value Investing Research|
Recently I was invited to talk with Justin and Jack [...]
Do Interest Rates Explain Value’s Underperformance?
By Larry Swedroe|June 4th, 2020|Larry Swedroe, Factor Investing, Research Insights, Value Investing Research, Tactical Asset Allocation Research, Macroeconomics Research|
From January 2017 through March 2020, the value premium, defined [...]
DIY Asset Allocation Weights: June 2020
By Ryan Kirlin|June 2nd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Is value dead? Has the story changed? No.
By Tommi Johnsen, PhD|June 1st, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Value Investing Research|
Is (systematic) Value Investing Dead? Ronen Israel, Kristoffer Laursen and [...]
Smart(er) Investing – The Easy Way
By Wesley Gray, PhD|May 29th, 2020|Podcasts and Video, Women in Finance Know Stuff, Factor Investing, Research Insights, Academic Research Insight|
Most of the time we make you "earn your education" [...]
Free Tool Announcement: Visualizing Unemployment Claims
By Wesley Gray, PhD|May 29th, 2020|Tool Updates, Investor Education, Macroeconomics Research|
Our friend Jonathan Regenstein, over at http://www.reproduciblefinance.com/, convinced me that [...]
Tactically Adjusting Everything in a Financial Crisis? Bad Idea.
By Wesley Gray, PhD|May 26th, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|
Flight to Quality and Asset Allocation in a Financial Crisis [...]
Foreign Dividend Withholding Tax Refunds: A Practical Walkthrough
By Julia Bricker|May 22nd, 2020|Guest Posts, Other Insights, Tax Efficient Investing|
The world of withholding tax recovery on foreign dividends and [...]
Prospect Theory Helps Explain Return Anomalies
By Larry Swedroe|May 19th, 2020|Research Insights|
The field of behavioral finance provides us with fascinating insights [...]