Below is a weekly summary of our research findings for 10/7/19 through 10/11/19. 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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- Trading Strategy Catalog
Investors may find this very long paper a useful catalog of potential trading strategies across different kinds of assets. - FactSet S&P 500 Earnings Growth Estimate Evolutions
Evidence from the available “FactSet Earnings Insight” historical series suggests that: (1) quarterly earnings growth estimate evolutions typically have a hook shape; and, (2) bad aggregate earnings growth estimate news may be better for the stock market than good news. - Systemic Risk Impacts of Growth in Passive Investing
Growth in passive investing decreases some kinds of risk and increases others, perhaps introducing opportunities for innovation in active investing. - Bond Returns Over the Very Long Run
Evidence challenges the conventional wisdom that stocks beat bonds over the long run, because bond underperformance derives from an arguably anomalous four (1942-1982) of 22 decades. - Commodity Futures Risk Premium Over the Long Run
Evidence from a long sample indicates that commodity futures as an asset class offer a premium similar to that of equities.
