Academic Research Insight

///Academic Research Insight

An Academic Article that Claims Human-Based Advisory Services Face Serious Challenges

By |2018-09-18T07:27:34+00:00August 6th, 2018|Basilico and Johnsen, Academic Research Insight|

Robo-Advisors and Wealth Management Kokfai Phoon and Francis Koh The Journal of Alternative Investments, Winter 2018 A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research [...]

Finance Journals Rarely Publish Articles with low T-stats

By |2018-09-17T09:54:31+00:00July 30th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|

Documentation of the File Drawer Problem in Academic Finance Journals Matthew R. Morey and Sonu Yadav Journal of Investment Management A version of this paper can be found here Want to read our summaries of academic [...]

Investment Performance of Female CEOs

By |2018-07-23T09:03:53+00:00July 23rd, 2018|Basilico and Johnsen, Academic Research Insight|

Performance of Female CEOs Srinidhi Kanuri, James Malm Journal of Investing, Spring 2018 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. [...]

Portfolio Craftsmanship is Just as Important as Choosing an Investment Style.

By |2018-07-16T10:54:04+00:00July 16th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|

Craftsmanship Alpha: An Application to Style Investing Ronen Israel, Sarah Jiang, and Adrienne Ross Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? [...]

Artificial Intelligence and Value Investing

By |2018-06-25T11:15:37+00:00July 9th, 2018|Basilico and Johnsen, Academic Research Insight|

Artificial Intelligence and Value Investing Korok Ray Journal of Investing, Spring 2018 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 [...]

For Consistency Across Market Conditions, Try a Quant Manager

By |2018-07-01T10:10:34+00:00July 2nd, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|

The Impact of Market Conditions on Active Equity Management Harsh Parikh, Karen McQuiston, and Sujian Zhi Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic [...]

Financial Constraints Generate a 6.5% 5-Factor Fama-French Alpha?

By |2018-06-25T10:26:34+00:00June 25th, 2018|Basilico and Johnsen, Academic Research Insight|

Are Financial Constraints Priced? Evidence from Textual Analysis Matthias Buehlmaier and Toni Withed Review of Financial Studies, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check [...]

A Smarter CAPE Ratio to Better Forecast Expected Stock Returns

By |2018-06-18T08:33:22+00:00June 18th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach Joseph Davis, Roger Aliaga-Diaz, Harshdeep Ahluwalia, and Ravi Tolani Journal of Portfolio Management A version of this paper can be found here Want to read our summaries [...]

Commodities for the Long Run

By |2018-06-11T07:07:14+00:00June 11th, 2018|Basilico and Johnsen, Academic Research Insight|

Commodities for the Long Run Ari Levine, Yao Hua Ooi, Matthew Richardson, Caroline Sasseville Financial Analyst Journal, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check [...]

The Inconsistent Performance of Value and Size Factors in the Chinese A-Share Market

By |2018-06-04T10:20:01+00:00June 4th, 2018|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Size Investing Research|

Fama–French in China: Size and Value Factors in Chinese Stock Returns Grace Xing Hu, Can Chen, Yuan Shao, and Jiang Wang International Review of Finance A version of this paper can be found here Want to [...]

Style Investing in Fixed Income

By |2018-07-24T22:13:43+00:00May 29th, 2018|Basilico and Johnsen, Academic Research Insight|

Style Investing in Fixed Income Jordan Brooks,Diogo Palhares, Scott Richardson Journal of Portfolio Management, Special Issue 2018 A version of this paper can be found here Want to read our summaries of academic finance papers? Check [...]

Technical Analysis in the Chinese Stock Market: Does it Work?

By |2018-05-21T09:08:19+00:00May 21st, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|

Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market Fuwei Jiang, Guoshi Tong and Guokai Song International Review of Finance A version of this paper can be found here Want to read our [...]

Automating Earnings Forecasts: Can a “MIDAS” touch help?

By |2018-05-14T10:18:58+00:00May 14th, 2018|Basilico and Johnsen, Academic Research Insight|

Automated Earnings Forecasts: Beat Analysts or Combine and Conquer? Ryan Ball and Eric Ghysels Management Science, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check out [...]

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

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

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 and Johnsen, 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|Research Insights, Basilico and Johnsen, Academic Research Insight|

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|Research Insights, Factor Investing, Academic Research Insight|

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 [...]

ESG and Factor Investing

By |2018-04-16T11:29:47+00:00April 16th, 2018|Basilico and Johnsen, Academic Research Insight|

Thematic Indexing, Meet Smart Beta! Merging ESG into Factor Portfolios Jennifer Bender, Xiaole Sun, and Taie Wang Journal of Index Investing, 2017 A version of this paper can be found here Want to read our summaries of academic finance [...]

Systematic Investment Strategies are Hot. But What Happens Next?

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

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|Research Insights, Academic Research Insight, 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 [...]

Yes No
This website uses cookies and third party services. Settings Ok

Cookies

We use “cookies” on this site. A cookie is a piece of data stored on a site visitor’s hard drive to help us improve your access to our site and identify repeat visitors to our site. For instance, when we use a cookie to identify you, you would not have to log in a password more than once, thereby saving time while on our site. Cookies can also enable us to track and target the interests of our users to enhance the experience on our site. Usage of a cookie is in no way linked to any personally identifiable information on our site. Some of our business partners may use cookies on our site (for example, advertisers). However, we have no access to or control over these cookies.

Embedded Content

Articles on this Site may include embedded content (e.g. videos, images, articles, etc.). Embedded content from other websites behaves in the exact same way as if the visitor has visited the other website.These websites may collect data about you, use cookies, embed additional third-party tracking, and monitor your interaction with that embedded content, including tracking your interaction with the embedded content if you have an account and are logged in to that website.