Basilico

Academic Research Insight: Surprise! Seeking Alpha Opinions Have Investment Value

By | 2018-01-16T11:56:26+00:00 January 16th, 2018|Basilico, Academic Research Insight|

Wisdom of the Crowds: The Value of Stock Opinions Transmitted Through Social Media Hailiang Chen, Prabuddha De, Yu Jeffrey Hu, Byoung Hyoun Hwang Review of Financial Studies, forthcoming A version of this paper can be found here [...]

Academic Research Insight: Yes, Departing Outside Directors Are Aware of Fraud Before They Resign

By | 2018-01-09T17:20:42+00:00 January 8th, 2018|Basilico, Academic Research Insight, Research Insights|

Go Before the Whistle Blows: An Empirical Analysis of Director Turnover and Financial Fraud Yanmin Gao, Jeong-Bon Kim, Desmond Tsang, Haibin Wu Review of Accounting Studies A version of this paper can be found here Want [...]

Academic Research Insight: The Importance of Financial Literacy

By | 2018-01-02T09:38:04+00:00 January 2nd, 2018|Basilico, Academic Research Insight|

Employees Financial Literacy and Retirement Plan Behavior: A Case Study Robert Clark, Annamaria Lusardi, Olivia Mitchell Economic Inquiry, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? [...]

Academic Research Insight: Industry Herding by Short Sellers Signals that Conditions are Changing

By | 2017-12-18T11:13:07+00:00 December 18th, 2017|Basilico, Academic Research Insight, Research Insights|

Do short sellers exploit industry information? Zsuzsa R. Huszár, Ruth S.K. Tan, Weina Zhang Journal of Empirical Finance A version of this paper can be found here Want to read our summaries of academic finance papers? [...]

Academic Research Insight: Beware of the Surprise Departure of Independent Directors!

By | 2017-12-11T09:20:32+00:00 December 11th, 2017|Basilico, Academic Research Insight, Research Insights|

Do Independent Director Departures Predict Future Bad Events? Rüdiger Fahlenbrach, Angie Low, and René M. Stulz The Review of Financial Studies A version of this paper can be found here Want to read our summaries of [...]

Academic Research Insight: Diverisification is Not Always a Free Lunch

By | 2017-12-04T10:23:12+00:00 December 4th, 2017|Basilico, Academic Research Insight|

What Free Lunch? The Costs of Overdiversification Shawn McKay, Robert Shapiro, Ric Thomas 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. [...]

Academic Research Insight: How Women Affect Corporate Decision-Making

By | 2017-11-27T10:04:49+00:00 November 27th, 2017|Basilico, Academic Research Insight|

Shaped by their daughters: Executives, female socialization, and corporate social responsibility Henrik Cronqvist, Frank Yu A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic [...]

Academic Research Insight: Political Connections May Actually Increase SEC oversight

By | 2017-11-20T10:13:03+00:00 November 20th, 2017|Basilico, Academic Research Insight, Research Insights|

Do political connections help or hinder SEC oversight? Jonas Heese, Mozaffar Khan, Karthik Ramanna Journal of Accounting and Economics A version of this paper can be found here Want to read our summaries of academic finance papers? [...]

Academic Research Insight: How to Balance Short and Long term Goals in Asset Allocation

By | 2017-11-13T08:10:47+00:00 November 13th, 2017|Basilico, Academic Research Insight|

Strategic Asset Allocation-Combining Science and Judgment to Balance Short Term and Long Term Goals Peng Wang and Jon Spinney A version of this paper can be found here Want to read our summaries of academic finance [...]

Academic Research Insight: Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns

By | 2017-11-07T16:31:36+00:00 November 6th, 2017|Basilico, Research Insights|

Are we misidentifying seasonal patterns as genuine earnings news? Tom Y. Change, Samuel M. Hartzmark, David H. Solomon, Eugene F. Soltes The Review of Financial Studies A version of this paper can be found here Want [...]

Academic Research Insight: Sin Stocks May Earn a “Boycott” Risk Premium

By | 2017-10-30T07:57:39+00:00 October 30th, 2017|Basilico, Academic Research Insight, Research Insights|

Social Screens and Systematic Boycott Risk H. Arthur Luo and Ronald J. Balvers Journal of Financial and Quantitative Analysis A version of this paper can be found here Want to read our summaries of academic [...]

Academic Research Insight: Stick to the Fundamentals and Discover Your Industry Peers

By | 2017-10-23T08:01:14+00:00 October 23rd, 2017|Factor Investing, Basilico, Academic Research Insight, Research Insights, Value Investing Research|

Stick to the Fundamentals and Discover Your Peers Jean Overgaard Knudsen, Simon Kold and Thomas Plenborg A version of this paper can be found here Want to read our summaries of academic finance papers? Check out [...]

Academic Research Insight: Sentiment Feedback Strength Trading Strategy

By | 2017-10-17T06:44:16+00:00 October 16th, 2017|Basilico, Academic Research Insight, Research Insights|

Genetic programming optimization for a sentiment feedback strength based trading strategy Steve Y.Yang, Sheung Yin Kevin Mo, AnqiLiu, Andrei A.Kirilenko A version of this paper can be found here Want to read our summaries of academic [...]

Academic Research Insight: Does Social Capital payoff during times of crisis in the markets?

By | 2017-10-16T08:09:37+00:00 October 9th, 2017|Basilico, Research Insights|

Title: Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis Authors: Karl V. Lins, Henri Servaes, and Ane Tamayo Publication: The Journal of Finance, Vol. LXXII, No. 4, [...]

Academic Research Insight: VOLATILITY WISDOM OF SOCIAL MEDIA CROWDS

By | 2017-10-02T07:51:42+00:00 October 2nd, 2017|Basilico, Research Insights|

Title:   VOLATILITY WISDOM OF SOCIAL MEDIA CROWDS Authors:  Ahmet K. Karagozoglu and Frank J. Fabozzi Publication:  Journal of Portfolio Management, Winter 2017                          (version [...]

Academic Research Insight: Does Past Performance Matter in Investment Manager Selection?

By | 2017-09-26T10:02:40+00:00 September 26th, 2017|Basilico, Academic Research Insight|

Title: DOES PAST PERFORMANCE MATTER IN INVESTMENT MANAGER SELECTION? Authors: BRADFORD CORNELL, JASON HSU, and DAVID NANIGIAN Publication: JOURNAL OF PORTFOLIO MANAGEMENT,  SUMMER 2017 (paper ) What are the research questions? The authors study the universe of the [...]

Academic Research Insight: Does Gender Matter on Wall Street?

By | 2017-09-19T13:37:21+00:00 September 18th, 2017|Basilico, Academic Research Insight|

Title: GENDER AND CONNECTIONS AMONG WALL STREET ANALYSTS Authors: LILY FANG AND STERLING HUANG Publication: THE REVIEW OF FINANCIAL STUDIES, V.30, SEPTEMBER 2017 (version here) What are the research questions? By studying a sample of Wall Street analysts [...]

Academic Research Insight: Do Dividends Still Matter?

By | 2017-09-10T18:38:19+00:00 September 11th, 2017|Basilico, Research Insights|

Title:  WHAT DIFFERENCE DO DIVIDENDS MAKE? Authors: C. Mitchell Conover, CFA, CIPM, Gerald R. Jensen, CFA and Marc W. Simpson, CFA Publication: Financial Analysts Journal, Volume 72, Number 6, 2016 (version here) What are the [...]