Investment Performance of Female CEOs
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 [...]
Portfolio Craftsmanship is Just as Important as Choosing an Investment Style.
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 [...]
Artificial Intelligence and Value Investing
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 [...]
For Consistency Across Market Conditions, Try a Quant Manager
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 [...]
Financial Constraints Generate a 6.5% 5-Factor Fama-French Alpha?
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 [...]
Fund of Funds Selection of Mutual Funds: Are Managers Skilled At It?
Fund of Funds Selection of Mutual Funds Edwin Elton, Martin Gruber and Andre de SouzaCritical Finance Review, forthcomingA version of this paper can be found hereWant to [...]
A Smarter CAPE Ratio to Better Forecast Expected Stock Returns
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 [...]
Commodities for the Long Run
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 [...]
The Inconsistent Performance of Value and Size Factors in the Chinese A-Share Market
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 [...]
Style Investing in Fixed Income
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 [...]
Technical Analysis in the Chinese Stock Market: Does it Work?
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 [...]
Automating Earnings Forecasts: Can a “MIDAS” touch help?
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 [...]
Following Sell-Side Analysts? This Paper Identifies Who You Should Chase.
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 [...]
Does Higher Financial Literacy Lead to Better Portfolio Performance?
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 [...]
Short Sellers Can Predict Deteriorating Bank Fundamentals
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 [...]
Bond Investing: Reach for Safety
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 [...]
ESG and Factor Investing
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 [...]
Systematic Investment Strategies are Hot. But What Happens Next?
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 [...]
Timing Country Exposure with Value: A Valuation Measure Horserace
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 [...]
How to Perform Investment Sentiment Analysis on Twitter
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 [...]