Basilico and Johnsen

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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 [...]

Investing Based on Who you Follow on Social Media? A Real Thing?

By |December 21st, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Behavioral Finance|

Do Individual Investors Trade on Investment-related Internet Postings? Manuel Ammannt and Nic SchaubManagement Science, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Placement Agents In Private Equity, Are They Any Good?

By |December 14th, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight|

Intermediation in Private Equity: The Role of Placement Agents Matthew D. Cain, Stephen B. McKeon, and Steven Davidoff SolomonJournal of Financial and Quantitative AnalysisA version of this paper can be found hereWant to read our summaries [...]

Early Female Investors, More Independent than Previously Thought?

By |December 7th, 2020|Research Insights, Women in Finance Know Stuff, Basilico and Johnsen, Academic Research Insight|

Independent Women: Investing in British Railways, 1870-1922 Graeme G. Acheson; Gareth Campbell; Áine Gallagher and John D. TurnerEconomic History Review, 2020A version of this paper can be found hereWant to read our summaries of academic finance [...]

Mutual Fund Trading When No One Is Watching: It’s Not Pretty

By |November 30th, 2020|Transaction Costs, Research Insights, Basilico and Johnsen, Academic Research Insight|

Trading out of sight: An analysis of cross-trading in mutual fund families Alexander Eisele, Tamara Nefedova, Gianpaolo Parise, Kim Peijnenburg, Journal of Financial EconomicsA version of this paper can be found hereWant to read our summaries [...]

What Matters to Individual Investors? Evidence from the Horse’s Mouth

By |November 23rd, 2020|Financial Planning, Research Insights, Basilico and Johnsen, Academic Research Insight, Behavioral Finance|

What Matters to Individual Investors? Evidence from the Horse's Mouth James Choi and Adriana RobertsonJournal of Finance, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out [...]

An Easy Way to Simplify and Improve the Shiller CAPE Ratio as a Prediction Tool

By |November 16th, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than Ten Thomas K. Philips and Adam KoborJournal of Portfolio ManagementA version of this paper can be found here (slides here)Want to read [...]

Do Analysts Exploit Factor Anomalies when recommending stocks?

By |November 9th, 2020|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|

Security Analysts and Capital Market Anomalies Li Guo, Frank Weikai Li, K.C. John WeiJournal of Financial EconomicsA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our [...]

How Do You Think the Global Market Portfolio Has Performed from 1960-2017?

By |November 2nd, 2020|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing, Macroeconomics Research|

Historical Returns of the Market Portfolio Ronald Doeswijk, Trevin Lam and Laurens SwinkelsThe Review of Asset Pricing Studies, 2019A version of this paper can be found hereWant to read our summaries of academic finance papers? Check [...]

Does Portfolio Timing Based on Volatility Signals Outperform Buy and Hold?

By |October 26th, 2020|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Low Volatility Investing, Tactical Asset Allocation Research|

On the Performance of Volatility-Managed Portfolios Scott Cederburg, Michael S. O’Doherty, Feifei Wang, Xuemin (Sterling) YanJournal of Financial EconomicsA version of this paper can be found hereWant to read our summaries of academic finance papers? Check [...]

Can A Computer Read Employee Emails and Detect Fraud?

By |October 19th, 2020|Research Insights, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education, Machine Learning|

Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News S.R. Das, S. Kim, B. KothariJournal of Financial Data Science, Spring 2019A version of this paper can be found hereWant to read our summaries [...]

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