Top 5 Geeky, Yet Funny, Economic Paper Titles
As many are aware, economists aren't the funniest group in the crowd. Here are some sample jokes from the funniest economists out there--Yoram Bauman. Here [...]
Can you Predict Stock Market Returns with Short Interest?
Short Interest and Aggregate Market Returns Rapach, Ringgenberg and Zhou A version of the paper can be found here. Want a summary of academic papers with [...]
Global Debt: A Scary Situation with Limited Solutions
Earlier this month, McKinsey published a remarkable report on trends in global debt, and concludes that the world's debt, rather than decreasing, is in fact [...]
The Wrong Way to Pick Value Investing Funds
US News laundry lists their top 10 "Value Investing Funds," or Value Investing ETFs, in their recent article: http://money.usnews.com/funds/etfs/rankings/value-funds The criteria (and weighting) for selecting so-called [...]
Quant Geek Weekend Finance Homework
Recently Discovered Research You Might Have Missed: To Hedge or Not to Hedge? (Morningstar.com) The Very Cheapest Stocks (P/B) Do Very Badly (Millennial Invest) Exploring Social Media [...]
A Tactical Asset Allocation Horserace Between Two Thoroughbreds
Executive Summary: Dual Momentum, a concept pioneered by Gary Antonacci, intelligently combines elements of two types of momentum investing strategies -- absolute and relative momentum -- [...]
Overnight Momentum vs. Intraday Momentum
A Tug of War: Overnight Versus Intraday Expected Returns Lou, Polk and Skouras A version of the paper can be found here. Want a summary of [...]
Can You Afford Private School Tuition Costs?
I was recently asked by a local media outlet to comment on the costs of private school tuition. Wes suggested that I share these thoughts [...]
Are Some Decisions to Allocate to U.S. Equities Due to Survivorship Bias?
The CFA Institute Magazine recently published an interview (a copy is here) with C. Thomas Howard, CEO of Athena Investment Services. Howard has some pretty [...]
For an Auditor, Intuition Might Matter!
Thinking Fast versus Thinking Slow: The Effect on Auditor Skepticism Wolfe, Christensen and Vandervelde A version of the paper can be found here. Want a summary [...]
Another Wall Street Scheme: “Juicers”
Juicing the Dividend Yield: Mutual Funds and the Demand for Dividends Harris, Hartzmark and Solomon A version of the paper can be found here. Want a [...]
Where are the Cheap Firms Internationally?
Last week, Wes had a short post entitled, Where are the Cheap Firms? The post showed that when we look at the cheapest stocks in [...]
Quantitative Momentum Research: Price and Earnings Momentum
Momentum Strategies Chan, Jegadeesh and Lakonishok A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic [...]
Fundamental Investors Following Insider Filings–Beware!
Run EDGAR Run: SEC Dissemination in a High-Frequency World Rogers, Skinner and ZechmanA version of the paper can be found here.Want a summary of academic papers [...]
Manliness implies Misreporting?
Masculinity, Testosterone, and Financial Misreporting Jia, Van Lent and Zeng A version of the paper can be found here. Want a summary of academic papers with [...]
Where are the Cheap Firms?
Energy (mostly oil-related) and consumer discretionary (brick & mortar retailers). Cheap--or at least relatively cheap--based on enterprise multiples.
Predict Stock Returns Using the TREND of Profitability
The Trend in Firm Profitability and the Cross Section of Stock Returns Akbas, Jiang and Koch A version of the paper can be found here. Want [...]
Does “Sharpe Parity” work better than “Risk Parity?”
Strategies employing risk parity have been favored by mutual funds and other market participants the past few years. The attraction of risk parity strategies are [...]
Insights on ETMFs and ETFs from an ETF Service Provider
Our firm mission is to empower investors through education. One area of the marketplace where education is lacking is in the ETF, or exchange-traded-fund arena. [...]
Weekend Geekout: The History of Low Volatility Investing
Eric Falkenstein is an economist, with a PhD in economics, a quantitative geek, and a book writer. In his blog, Falkenblog, there are voluminous mind-blowing articles since [...]