Below is a weekly summary of our research findings for 7/6/20 through 7/10/20. 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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- Open Source Stock Predictor Data and Code
Published studies finding significant differences in gross performances of individual stocks based on firm return predictors are largely reproducible. - Pervasive Effects of Preference for Lottery Stocks
Evidence indicates that stocks exhibiting lottery-like behaviors are important in explaining many widely accepted long-short stock return factors, because investors are wary of shorting them. - Interest Rates and the Equity Value Premium
Evidence does not support belief that that value factor timing strategies based on interest rate signals work. - Representative Investor Returns on Stocks?
Investor return metrics differ, and an investor’s approach to equity position maintenance determines which return metric is appropriate. - Retail Sales Growth and Stock Market Returns
Evidence from a simple test does not support belief that retail sales data predicts U.S. stock market returns.
