Competition for Attention in the ETF Space

By |May 3rd, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, ETF Investing|

Competition for Attention in the ETF Space Itzhak Ben-David, Francesco Franzoni, Byungwook Kim, and Rabih MoussawiSSRN Working paperA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out [...]

We Should Increase Trust in Financial Services

By |April 26th, 2021|Financial Planning, Research Insights, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education, Behavioral Finance|

Trust and Financial Advice Burke and HungJournal of Pension Economics and Finance, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What are [...]

Climate Change and Asset Allocation

By |April 19th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Climate Change and Asset Allocation: A Distinction ThatMakes a Difference Brian Jacobsen, Eddie Cheng, and Wai LeeJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

Gender Gaps in Venture Capital Performance

By |April 12th, 2021|Private Equity, Research Insights, Basilico and Johnsen, Academic Research Insight|

Gender Gaps in Venture Capital Performance Gompers, Mukharlyamov, Weisburst, and XuanJournal of Financial and Quantitative Analysis, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

Estimating the Stock-Bond Correlation

By |April 5th, 2021|Empirical Methods, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

The Stock-Bond Correlation Megan Czasonis, Mark Kritzman, and David TurkingtonJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

How Active Mutual Funds Use ETFs

By |March 29th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing, ETF Investing|

ETF use among actively managed mutual fund portfolios D. Eli Sherrill, Sara E. Shirley, Jeffrey R. StarkJournal of Financial EconomicsA version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

More on the Factor Investing Replication Debate

By |March 26th, 2021|Volatility (e.g., VIX), Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Low Volatility Investing|

Open Source Cross-Sectional Asset Pricing Andrew Chen and Tom ZimmermannWorking paperA version of this paper can be found here What are the research questions? There has been a wave of articles (and press) suggesting that academic [...]

An Economic Framework for ESG Investing

By |March 22nd, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education, Machine Learning|

Responsible Investing: The ESG Efficient Frontier Pedersen, Fitzgibbons, and PomorskiJournal of Financial Economics, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

How to Measure the Liquidity of Cryptocurrency?

By |March 15th, 2021|Transaction Costs, Crypto, Research Insights, Basilico and Johnsen, Academic Research Insight|

How to Measure the Liquidity of Cryptocurrency? Brauneis, Mestel , Riordan and TheissenJournal of Banking and Finance, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out [...]

Low Volatility Factor Investing: Risk-Based or Behavioral-Based or Both?

By |March 8th, 2021|Volatility (e.g., VIX), Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Low Volatility Investing|

Betting against correlation: Testing theories of the low-risk effect Cliff Asness, Andrea Frazzini, Niels Joachim Gormsen, Lasse Heje PedersenJournal of Financial EconomicsA version of this paper can be found hereWant to read our summaries of academic [...]

Does Crowdsourced Investing Work?

By |March 1st, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Behavioral Finance|

Extrapolative Beliefs in the Cross Section: What Can We Learn from the Crowds? Zhi Da, Xing Huang, Lawrence J. JinJournal of Financial Economics, 2020A version of this paper can be found hereWant to read our summaries [...]

The Risk and Returns to Private Debt Investments

By |February 22nd, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Fixed Income|

The Returns to Private Debt: Primary Issuances vs. Secondary Acquisitions Douglas Cumming, Grant Fleming, and Zhangxin (Frank) Liu Financial Analysts JournalA version of this paper can be found hereWant to read our summaries of academic finance [...]

ESG Factors and Traditional Factors

By |February 16th, 2021|ESG, Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education|

Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens Ananth Madhavan, Aleksander Sobczyk and Andrew AngFinancial Analyst Journal, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

Will the Real Value Factor Funds Please Stand Up?

By |February 8th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? Martin Lettau, Sydney C. Ludvigson, Paulo ManoelWorking paperA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out [...]

Hot Topic: Does “Gamma” Hedging Actually Affect Stock Prices?

By |February 1st, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Momentum Investing Research|

Hedging Demand and Market Intraday Momentum Guido Baltussen, Zhi Da, Sten Lammers and Martin MartensJournal of Financial Economics, ForthcomingA version of this paper can be found hereWant to read our summaries of academic finance papers? Check [...]

Mutual fund investments in private firms

By |January 25th, 2021|Private Equity, Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing|

Mutual fund investments in private firms Sungjoung Kwon, Michelle Lowry, Yiming QianJournal of Financial EconomicsA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research [...]

Battle of the Sexes, Who’s Better at Fudging the Numbers?

By |January 19th, 2021|Research Insights, Women in Finance Know Stuff, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education, Machine Learning|

CFO Gender and Financial Statement Irregularities V.K.Gupta, S. Mortal, B. Chakrabarty, X. Guo, D. B. TurbanAcademy of Management Journal, 2019A version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

How Does ETF Liquidity Affect ETF Returns, Volatility, and Tracking Error?

By |January 11th, 2021|Transaction Costs, Research Insights, Basilico and Johnsen, Academic Research Insight, ETF Investing|

Liquidity risk and exchange-traded fund returns, variances, and tracking errors Kyounghun Bae, Daejin KimJournal of Financial EconomicsA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our [...]

How Powerful is the Wealth Effect?

By |January 4th, 2021|Financial Planning, Research Insights, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education|

Stock Market Returns and Consumption Marco Di Maggio, Amir Kermani and Kaveh MajlesiJournal of Finance, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research [...]

P-Hacking Via Academic Finance Research Conferences

By |December 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 [...]

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