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Research links: idiosyncratic volatility

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Trend followingWeighing the evidence for trend following strategies. (alphaarchitect.com).....»»

Category: blogSource: abnormalreturnsFeb 13th, 2018

Research links: a volatility tsunami

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including.....»»

Category: blogSource: abnormalreturnsApr 18th, 2017

Research links: idiosyncratic momentum

Tuesdays are all about academic (and p.....»»

Category: blogSource: abnormalreturnsApr 11th, 2017

Friday links: volatility hedging

List: 7 surprising books tha.....»»

Category: blogSource: abnormalreturns19 hr. 24 min. ago

Lawmakers, Alcohol Industry Tussle Over Cancer Labels on Booze

A battle between the alcohol industry and public-policy makers has flared recently after new research showing links between cancer and even modest drinking have spurred a push to slap warning labels on booze......»»

Category: smallbizSource: wsjFeb 9th, 2018

The Tell: Why volatility is hitting ‘low vol’ strategies

When low volatility strategies behave worse than the market during selloffs there might be an important lesson to learn, according to Nicholas Colas, co-founder at DataTrek, market research firm.....»»

Category: topSource: marketwatchFeb 8th, 2018

Research links: the best known factors

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... .....»»

Category: blogSource: abnormalreturnsFeb 6th, 2018

Research links: a new regime

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can chec.....»»

Category: blogSource: abnormalreturnsJan 30th, 2018

Goldman Sachs: Qiagen Has "Strategic Appeal," M&A Potential

Small market caps, attractive growth prospects and idiosyncratic product cycles among diagnostics companies can lead to valuation volatility while also creating attractive M&A opportunities. Latest Ratings for QGEN Dat.....»»

Category: blogSource: benzingaJan 29th, 2018

Research links: using better techniques

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... MomentumDoes 'c.....»»

Category: blogSource: abnormalreturnsJan 23rd, 2018

Can Strong Memory Save Lam Research (LRCX) in Q2 Earnings?

Lam Research Corporation's (LRCX) second-quarter results are expected to benefit from the strong memory market. However, volatility in the PC market remains a concern. Lam Research Corporation L.....»»

Category: smallbizSource: nytJan 22nd, 2018

Research links: human judgment

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check.....»»

Category: blogSource: abnormalreturnsJan 16th, 2018

ETF links: radical price transparency

Mondays are all about ETFs here at Abnormal Returns. You can check out last week’s links including a look at the volatility... ETF linksWhy you shouldn.....»»

Category: blogSource: abnormalreturnsJan 15th, 2018

Research links: financial theory

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a.....»»

Category: blogSource: abnormalreturnsJan 9th, 2018

Research links: tax-inefficiency

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Research linksBlending active and passive strategies reduces t.....»»

Category: blogSource: abnormalreturnsJan 2nd, 2018

Research links: bubble spotting

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Research linksValue investing with permanent sector under/overweights is a mistake. (blog.thi.....»»

Category: blogSource: abnormalreturnsDec 26th, 2017

Research links: beyond the numbers

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Research linksThe math of speculation catches up to just about everyone. (ofdollars.....»»

Category: blogSource: abnormalreturnsDec 19th, 2017

Idiosyncratic Risk On The Rise, Morgan Stanley Quants Warn

Idiosyncratic risk, volatility not explained by the larger beta market environment, is on the rise. Median 63-day rolling risk.....»»

Category: blogSource: valuewalkDec 15th, 2017

Arex Capital: Long Thesis For Jackpotjoy

Article by Arex Capital Management, Capitalize For Kids Our highly concentrated investment approach is driven by a research-intensive, disciplined and selective process that allows us to construct an idiosyncratic portfolio, with a goal of gener.....»»

Category: blogSource: valuewalkDec 14th, 2017

Research links: magic of diversification

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. Yo.....»»

Category: blogSource: abnormalreturnsDec 12th, 2017

Research links: false finance

Tuesdays are all about academic (and practitioner) l.....»»

Category: blogSource: abnormalreturnsDec 5th, 2017