Empirical Methods

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Trend-Following Filters: Part 1/2

By |2020-12-29T13:16:27-05:00December 29th, 2020|Empirical Methods, Research Insights, Trend Following, Guest Posts|

1. Introduction Many traders use strategies based on trends that occur in stock, bond, currency, commodity, and other financial asset price time series in order to “buy low” and “sell high”. A trend is considered [...]

P-Hacking Via Academic Finance Research Conferences

By |2020-12-28T08:25:23-05:00December 28th, 2020|Empirical Methods, Research Insights, Basilico and Johnsen, Academic Research Insight, Other Insights|

Documentation of the File Drawer Problem at Finance Conferences: A Follow-Up Study Manoela N. Morais and Matthew R. MoreyJournal of InvestingA version of this paper can be found hereWant to read our summaries of academic finance papers? Check [...]