Academic Research Insight

///Academic Research Insight

Following Sell-Side Analysts? This Paper Identifies Who You Should Chase.

By |2018-05-07T11:02:53+00:00May 7th, 2018|Basilico, Academic Research Insight, Research Insights|

Do Stars Shine? Comparing the Performance Persistence of Star Sell-Side Analysts Listed by Institutional Investor, the Wall Street Journal, and StarMine Yury O. Kucheev,  Felipe Ruiz and Tomas Sorensson Journal of Financial Research Studies A [...]

Does Higher Financial Literacy Lead to Better Portfolio Performance?

By |2018-04-25T16:18:09+00:00April 30th, 2018|Basilico, Academic Research Insight|

Financial Literacy and Portfolio Dynamics Milo Bianchi Journal of Finance, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. What are the [...]

Short Sellers Can Predict Deteriorating Bank Fundamentals

By |2018-04-23T06:52:46+00:00April 23rd, 2018|Basilico, Academic Research Insight, Research Insights|

Can short sellers inform bank supervision? Bhanu Balasubramnian and Ajay Palvia Journal of Financial Services Research A version of this paper can be found here Want to read our summaries of academic finance papers? Check out [...]

Bond Investing: Reach for Safety

By |2018-04-17T10:58:39+00:00April 17th, 2018|Factor Investing, Academic Research Insight, Research Insights|

Yield. Within almost any asset class, investors want to know, what is the "yield" on the investment? For some investors, this is the most important and only screen used when sorting funds. Mutual fund companies [...]

Systematic Investment Strategies are Hot. But What Happens Next?

By |2018-04-09T11:21:12+00:00April 9th, 2018|Basilico, Academic Research Insight, Research Insights|

Systematic Investment Strategies Daniel Giamouridis (Co-editor of FAJ) Financial Analysts Journal A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Timing Country Exposure with Value: A Valuation Measure Horserace

By |2018-04-03T11:31:00+00:00April 3rd, 2018|Academic Research Insight, Research Insights, Value Investing Research|

Buy cheap. This is a motto many live by, not only in their daily lives but also in their investment philosophy. Historically, "buying cheap" stocks was a good idea (i.e., the so-called "value" premium). But [...]

How to Perform Investment Sentiment Analysis on Twitter

By |2018-04-02T10:51:46+00:00April 2nd, 2018|Basilico, Academic Research Insight|

Company Event Popularity for Financial Markets using Twitter and Sentiment Analysis Mariana Daniel, Rui Ferreira Neves, Nuno Horta Expert Systems with Applications, 2017 A version of this paper can be found here Want to read our [...]

Investing in IPOs? Look at IPOs from Firms with More SEC Comment Letters

By |2018-03-25T18:02:58+00:00March 26th, 2018|Basilico, Academic Research Insight, Research Insights|

The oversight role of regulators: evidence from SEC comment letters in the IPO process Bing Li and Zhenbin Liu Review of Accounting Studies A version of this paper can be found here Want to read our [...]

Worried about extreme down markets? Consider formal portfolio risk models.

By |2018-03-12T11:06:14+00:00March 12th, 2018|Basilico, Academic Research Insight, Research Insights|

Do risk management practices work? Evidence from hedge funds Gavin Cassar and Joseph Gerakos Review of Accounting Studies A version of this paper can be found here. Want to read our summaries of academic finance papers? [...]

Macroeconomic factors and Tactical Asset Allocation

By |2018-03-05T09:33:55+00:00March 5th, 2018|Basilico, Academic Research Insight|

Macroeconomic Dashboards for Tactical Asset Allocation David Clewell, Chris Faulkner-Macdonagh, David Giroux, Sebastien Page, and Charles Shriver Journal of Portfolio Management, special issue A version of this paper can be found here Want to read our summaries [...]

Explaining the Value Effect in Emerging Markets

By |2018-02-21T07:36:22+00:00February 21st, 2018|Academic Research Insight, Research Insights, Value Investing Research|

Explaining the Value Effect in Emerging Markets: Tangible vs Intangible Information Douglas W. Blackburn and Nusret Cakici A version of this paper can be found here. Want to read our summaries of academic finance papers? Check [...]

How to Evaluate Multi-Asset Strategies

By |2018-02-20T11:52:40+00:00February 20th, 2018|Basilico, Academic Research Insight|

Evaluating Multi-Asset Strategies K. Stuart Peskin Journal of Portfolio Management, special issue A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. What are [...]

Short Sellers Profitably Trade Prior to Credit Rating Agency Announcements

By |2018-02-12T08:34:41+00:00February 12th, 2018|Basilico, Academic Research Insight, Research Insights|

Are Short Sellers Informed? Evidence from Credit Rating Agency Announcements Jian Shi, Junbo Wang, Ting Zhang Journal of Financial Research A version of this paper can be found here Want to read our summaries of [...]

The End of 60/40? The Case for Diversified Value, Momentum, and Carry Risk Exposures

By |2018-02-06T08:32:03+00:00February 6th, 2018|Basilico, Academic Research Insight, Research Insights|

Hobbled by Benchmarks Mike Aked, Rob Arnott, Omid Shakernia, Jonathan Treussard Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic [...]

Monetary Policy Rate Uncertainty Predicts Higher Equity Volatility

By |2018-01-29T08:46:33+00:00January 29th, 2018|Basilico, Academic Research Insight, Research Insights|

Volatility in equity markets and monetary policy rate uncertainty Iryna Kaminska and Matt Roberts-Sklar Journal of Empirical Finance A version of this paper can be found here Want to read our summaries of academic finance papers? [...]

Academic Research Insight: Results on Financial Misconduct Depend on the Database One Uses

By |2018-01-22T05:18:01+00:00January 22nd, 2018|Basilico, Academic Research Insight, Research Insights|

Proxies and Databases in Financial Misconduct Research Jonathan M. Karpoff, Allison Koester, D. Scott Lee and Gerald S. Martin The Accounting Review A version of this paper can be found here Want to read our summaries [...]

Academic Research Insight: Surprise! Seeking Alpha Opinions Have Investment Value

By |2018-04-09T10:19:01+00:00January 16th, 2018|Basilico, Academic Research Insight|

Wisdom of the Crowds: The Value of Stock Opinions Transmitted Through Social Media Hailiang Chen, Prabuddha De, Yu Jeffrey Hu, Byoung Hyoun Hwang Review of Financial Studies, 2014, vol. 27, no. 5, pages 1367-1403. A version [...]

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