Fund of Funds Selection of Mutual Funds: Are Managers Skilled At It?
Fund of Funds Selection of Mutual Funds Edwin Elton, Martin Gruber and Andre de SouzaCritical Finance Review, forthcomingA version of this paper can be found hereWant to [...]
A Smarter CAPE Ratio to Better Forecast Expected Stock Returns
Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach Joseph Davis, Roger Aliaga-Diaz, Harshdeep Ahluwalia, and Ravi Tolani Journal of Portfolio Management A version of [...]
Commodities for the Long Run
Commodities for the Long Run Ari Levine, Yao Hua Ooi, Matthew Richardson, Caroline Sasseville Financial Analyst Journal, forthcoming A version of this paper can be found here [...]
The Inconsistent Performance of Value and Size Factors in the Chinese A-Share Market
Fama–French in China: Size and Value Factors in Chinese Stock Returns Grace Xing Hu, Can Chen, Yuan Shao, and Jiang Wang International Review of Finance [...]
Style Investing in Fixed Income
Style Investing in Fixed Income Jordan Brooks,Diogo Palhares, Scott Richardson Journal of Portfolio Management, Special Issue 2018 A version of this paper can be found here [...]
Technical Analysis in the Chinese Stock Market: Does it Work?
Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market Fuwei Jiang, Guoshi Tong and Guokai Song International Review of Finance A version [...]
Automating Earnings Forecasts: Can a “MIDAS” touch help?
Automated Earnings Forecasts: Beat Analysts or Combine and Conquer? Ryan Ball and Eric Ghysels Management Science, forthcoming A version of this paper can be found here Want [...]
#Women in Finance Know Stuff: A Conversation with Nicole Boyson
Today, we are interviewing Dr. Nicole Boyson, Professor of Finance at Northeastern University. (Here is a link to her SSRN page) I had the pleasure [...]
Following Sell-Side Analysts? This Paper Identifies Who You Should Chase.
Do Stars Shine? Comparing the Performance Persistence of Star Sell-Side Analysts Listed by Institutional Investor, the Wall Street Journal, and StarMine Yury O. Kucheev, Felipe [...]
Does Higher Financial Literacy Lead to Better Portfolio Performance?
Financial Literacy and Portfolio Dynamics Milo Bianchi Journal of Finance, forthcoming A version of this paper can be found here Want to read our summaries of academic [...]
Short Sellers Can Predict Deteriorating Bank Fundamentals
Can short sellers inform bank supervision? Bhanu Balasubramnian and Ajay Palvia Journal of Financial Services Research A version of this paper can be found here Want [...]
ESG and Factor Investing
Thematic Indexing, Meet Smart Beta! Merging ESG into Factor Portfolios Jennifer Bender, Xiaole Sun, and Taie Wang Journal of Index Investing, 2017 A version of this paper can [...]
Systematic Investment Strategies are Hot. But What Happens Next?
Systematic Investment Strategies Daniel Giamouridis (Co-editor of FAJ) Financial Analysts Journal A version of this paper can be found here Want to read our summaries of [...]
How to Perform Investment Sentiment Analysis on Twitter
Company Event Popularity for Financial Markets using Twitter and Sentiment Analysis Mariana Daniel, Rui Ferreira Neves, Nuno Horta Expert Systems with Applications, 2017 A version [...]
#Women in Finance Know Stuff: A Conversation with Renee Yao
Today, we are interviewing Renee Yao, Founder and CEO of Neo Ivy Capital. We started our conversation by comparing notes on the very limited number [...]
Investing in IPOs? Look at IPOs from Firms with More SEC Comment Letters
The oversight role of regulators: evidence from SEC comment letters in the IPO process Bing Li and Zhenbin Liu Review of Accounting Studies A version [...]
STEM Parents and Women in Finance
STEM Parents and Women in Finance Renee Adams, Brad Barber and Terrance Odean Financial Analyst Journal, forthcoming A version of this paper can be found here Want [...]
Worried about extreme down markets? Consider formal portfolio risk models.
Do risk management practices work? Evidence from hedge funds Gavin Cassar and Joseph Gerakos Review of Accounting Studies A version of this paper can be [...]
Macroeconomic factors and Tactical Asset Allocation
Macroeconomic Dashboards for Tactical Asset Allocation David Clewell, Chris Faulkner-Macdonagh, David Giroux, Sebastien Page, and Charles Shriver Journal of Portfolio Management, special issue A version of [...]
#Women in Finance Know Stuff: A Conversation with Linda Zhang, PhD
This is the first of a new series of interviews with inspiring women in finance, a new initiative we (Elisabetta Basilico and Tommi Johnsen) launched [...]