Below is a weekly summary of our research findings for 9/16/19 through 9/20/19. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.
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- Term Premium End-of-Month Effect
Evidence indicates that term premium concentrates in the last few trading days of the month. - Stock Momentum Strategy Risk Management Horse Race
Evidence indicates that stock momentum investors may be able to boost performance by applying volatility scaling to conventional momentum or by using idiosyncratic rather than conventional momentum, with the latter alternative more attractive overall. - Timely Firms Have Higher Returns?
Evidence indicates that individual stock investors may want to focus on firms that file quarterly and annual financial reports most promptly. - Deeply Learned Management Sentiment as Stock Return Predictor
Evidence offers little support for belief that investors can exploit deep learning-assisted 10-K textual analysis to beat the stock market. - Overview of Low-volatility Investing
The body of research indicates that low-volatility strategies within asset classes are robust and exploitable.
