Investing Research Articles

…evidence indicates that expert analysts who have relatively high prior earnings forecasting accuracies, forecast frequencies and forecast revision frequencies and who cover relatively few companies and industries make abnormally good stock recommendations.

…hedge fund investors may want to consider the probability and persistence of increasing high water mark in selecting hedge funds.

…evidence from an array of tests indicates that the cumulative return over the period from 12 months ago to seven months ago is decisive for the momentum anomaly for U.S. stocks, industries, styles, country indexes, commodities and currencies. Including more recent, largely irrelevant past returns in forming momentum portfolios may hurt performance.

“On a day after a large decline in equities, it might be appropriate to look at managed futures.”

Can technical (price) analysis usefully identify major bubbles and anti-bubbles in financial markets? In the May 2009 version of their paper entitled “A Consistent Model of ‘Explosive’ Financial Bubbles With Mean-Reversing Residuals”, Lin Li, Ruoen Ren and Didier Sornette model bubbles. In their March 2010 paper entitled “Diagnosis and Prediction of Market Rebounds in Financial… Keep Reading

…evidence indicates a potentially exploitable tendency for prices of individual U.S. stock options to drop over weekends.

“How has Jack Steiman done? I have heard that he does a good job of calling the markets.”

As suggested by a reader, we evaluate here the stock market commentary of the Aden sisters via MarketWatch.com since June 2006. Mary Anne and Pamela Aden are self-described as “two of the most influential and well known investment analysts, writers and lecturers in the world. They are the co-editors and publishers of the Aden Forecast,… Keep Reading

“Have you done a review on spinoffs?”

…evidence indicates that cloning winning mutual funds with consistent styles may be an attractive stock-picking strategy.