The following summary is from our academic alpha database at http://alpha.turnkeyanalyst.com/ideas/55. Title: Corporate Real Estate Holdings and the Cross Section of Stock Returns Authors: Selale Tuzel [...]
Security Analysis, by Graham and Dodd, is a classic text on value investing. We love it. And despite our outward "quant" appearance, everything thing we [...]
When individuals try to understand or explain an event, they sometimes employ “frames,” which are interpretive structures or filters that help them make sense of [...]
Recently, I've been investigating various risk management systems. A lot of the work we've done is beyond the scope of the blog and/or is related [...]
Volcker Rule May Adversely Impact Munis http://www.bondbuyer.com/issues/120_225/volcker-rule-impact-munis-1033412-1.html The municipal bond market makers are making the case that eliminating prop desks will somehow decrease liquidity and screw up [...]
John Hussman has an interesting piece on predicting long-term market returns:http://hussmanfunds.com/wmc/wmc050222.htmThe article is a bit dated (2005), but still fascinating.In the short piece Hussman suggests [...]
We've been toying with models that will predict the stock market: better known as "cold fusion." There is an incredible amount of research on the [...]
60 Minutes has a great segment explaining the lack of insider trading rules for Congressmen. http://www.cbsnews.com/video/watch/?id=7388130n&tag=contentBody;storyMediaBox Amazing, isn't it? You can sit on the healthcare [...]
Last week we discussed the possibility that "momentum is finished." Astute readers of the blog generally agreed with the concept, but also pointed out that [...]
CXO Advisory highlights an interesting paper with the tagline: "Momentum Not Working?" Here's the link: http://www.cxoadvisory.com/subscription-options/?wlfrom=%2F17440%2Fmomentum-investing%2Fmomentum-not-working%2F Here is the link to the source: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1951137 This [...]
Recent market volatility is generating an anxiety in the investing public that is almost palpable, and many are searching for ways to generate returns while [...]
I just got back from the Value Investing Congress--http://www.valueinvestingcongress.com/. The event was exceptional and very thought-provoking. While Einhorn's annihilation of Green Mountain Coffee was impressive [...]
The Chinese philosopher Sun Tzu counseled us to "know thine enemy." At Alpha Architect we are always curious about anything that affects our financial decision making, [...]
Market Efficiency in Real-Time Jeffrey Busse and Clifton Green A recent version of the paper can be found here. Abstract: The Morning Call and Midday Call [...]
WARNING: After reading this you will no longer believe money grows on trees. I love working on this blog--great outlet to discuss cool research, share [...]
Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar Gur huberman and Tomer RegevA recent version of the paper can [...]
Robert J. Shiller, an American academic, made waves in the economic community when he correctly anticipated the sharp decline in equities in 2000 in his [...]
Turnkey Analyst showed me a very interesting article from ZeroHedge this morning: http://www.zerohedge.com/news/some-fun-analogies-rhyming-history-and-repeating-futures The main point of the article? History almost repeated itself! Oct [...]
The Dividend Month Premium Sam Hartzmark and David Solomon A recent version of the paper can be found here. Abstract: We document that companies have [...]
Many have questioned why overconfidence might exist in human populations when it can lead to suboptimal outcomes such as wars or, say, financial collapse. Common [...]
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