Academic Research Insight

///Academic Research Insight

Academic Research Insight: Diagonal Models versus 1/N Diversification

By | 2017-11-22T07:33:06+00:00 August 7th, 2017|Academic Research Insight|

Title: MITIGATING ESTIMATION RISK IN ASSET ALLOCATION: DIAGONAL MODELS VERSUS 1/N DIVERSIFICATION Authors:       CHRIS STIVERS, LICHENG SUN Publication: THE FINANCIAL REVIEW,  2016 (version here) What are the research questions? In spite of several efforts by researchers [...]

Academic Research Insight: Digging into ETF Trading Spreads

By | 2017-08-18T17:11:03+00:00 July 31st, 2017|Basilico, Academic Research Insight|

Title: INEFFICIENCIES IN THE PRICING OF EXCHANGE TRADED FUNDS Authors:        ANTTI PETAJISTO Publication: FINANCIAL ANALYST JOURNAL, I Q 2017  (version here) What are the research questions? The article provides new empirical evidence on the state of market efficiencies in [...]

Academic Research Insight: When Does International Investing Make Sense?

By | 2017-08-18T17:10:57+00:00 July 24th, 2017|Basilico, Academic Research Insight|

Title: MONONATIONALS: THE DIVERSIFICATION BENEFITS OF INVESTING IN COMPANIES WITH NO FOREIGN SALES Authors:        CORMAC MULLEN AND JENNY BERRILL Publication: FINANCIAL ANALYST JOURNAL, II Q 2017  (version here) What are the research questions? Market globalization is said to be [...]

Academic Research Insights: Does the Scope of the Sell-Side Analyst Industry Matter?

By | 2017-08-18T17:10:57+00:00 July 17th, 2017|Basilico, Academic Research Insight|

Title: DOES THE SCOPE OF THE SELL-SIDE ANALYST INDUSTRY MATTER? AN EXAMINATION OF BIAS, AND INFORMATION CONTENT OF ANALYST REPORTS Authors:   KENNETH MERKELEY, RONI MICHAELY AND JOSEPH PACELLI Publication: THE JOURNAL OF FINANCE  • [...]

Academic Research Insight: Facts about Factors

By | 2017-08-18T17:11:00+00:00 July 10th, 2017|Basilico, Academic Research Insight|

Title: FACTS ABOUT FACTORS Authors:        PAULA COCOMA, MEGAN CZASONIS, MARK KRITZMAN, DAVID TURKINGTON Publication: THE JOURNAL OF PORTFOLIO MANAGEMENT, SPRING 2017  (version here) What are the research questions? Do factors offer superior diversification [...]

Academic Research Insight: The Value of Crowsourced Earnings Forecasts

By | 2017-08-18T17:10:58+00:00 June 26th, 2017|Basilico, Academic Research Insight, Guest Posts|

Title: THE VALUE OF CROWDSOURCED EARNINGS FORECASTS Authors:  RUSSELL JAME, RICK JOHNSTON, STANIMIR MARKOV, AND MICHAEL C. WOLFE Publication: JOURNAL OF ACCOUNTING RESEARCH, SEPTEMBER 2016 (version here) What are the research questions? Are crowdsourced earnings forecasts from a [...]

Academic Research Insight: The Strategic Timing of Earnings News

By | 2017-08-18T17:10:59+00:00 June 19th, 2017|Basilico, Academic Research Insight|

Title: FURTHER EVIDENCE ON THE STRATEGIC TIMING OF EARNINGS NEWS: JOINT ANALYSIS OF WEEKDAYS AND TIMES OF DAY Authors:       RONI MICHAEY, AMIR RUBIN, ALEXANDER VEDRASHKO Publication: JOURNAL OF ACCOUNTING AND ECONOMICS,  2016 (version here) [...]

Academic Research Insight: The Social Media Factor

By | 2017-08-18T17:10:59+00:00 May 23rd, 2017|Basilico, Academic Research Insight|

Editor's Note: The Academic Research Insight will be a weekly short-form research summary on research that is directly related to investing. Elisabetta Basilico (a PhD and a CFA!) will be driving the effort, which will [...]