Academic Insights & Research Blog

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Do Option Prices Inform Stock Returns?

By Larry Swedroe|June 18th, 2020|Volatility (e.g., VIX), Options, Research Insights, Larry Swedroe|

Trading Costs Wipe Out the Overnight Return Anomaly

By Matthew Bartolini|June 16th, 2020|Overnight Returns Research, Research Insights, Guest Posts|

Order Flow Correlation May Imply Momentum Factor Crowding

By Tommi Johnsen, PhD|June 15th, 2020|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Monster Factor Correlation Chart

By Wesley Gray, PhD|June 12th, 2020|Factor Investing, Research Insights|

5 Surprising Things We Learned from a Factor Investing Expert

By Wesley Gray, PhD|June 11th, 2020|Research Insights, Factor Investing|

A Viral Market Melt-Up; Optimism or Fundamentals?

By Rich Shaner, CFA|June 9th, 2020|Research Insights|

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|

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|

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|

DIY Asset Allocation Weights: June 2020

By Ryan Kirlin|June 2nd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

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