Investing Research Articles

…there is not enough public information on FibTimer or financial media sites to support due diligence on the investment performance of Frank Kollar’s advice.

…evidence indicates that a high level of investor sentiment during a bull market may be a useful predictor of low future returns for speculative stocks. Sentiment has little or no power to predict returns during bear markets or for non-speculative stocks.

Several readers have proposed that one can bypass trading frictions…

Do stocks exhibit predictable volatility behavior near their 52-week highs and lows? In their March 2010 paper entitled “How the 52-Week High and Low Affect Beta and Volatility”, Joost Driessen, Tse-Chun Lin and Otto Van Hemert analyze whether a stock’s beta, return volatility and implied volatility change as its price approaches a 52-week high or… Keep Reading

There is a stream of research that indicates three phases of price dynamics in equity markets, reaction – momentum – reversion, that operate over different horizons…

…evidence indicates that the sign (much more than size of profit/loss) of recent trades influences the future trading behavior of individual investors. This influence is adverse to overall profitability.

…investors may be able to streamline the search for anomalous returns by focusing on two factors: (1) firm size, representing the rational risk of failure; and, (2) a seasonal factor related to operating profit and buybacks-secondaries, representing irrational mispricing.

There is not much formal research on Master Limited Partnerships…

…evidence indicates that stock return predictions based on past volatility are sensitive to the interval of measurement. Measurement over long intervals supports the conventional reward-for-risk belief, while measurement at short intervals turns this belief upside down.

…evidence suggests that an investing strategy that combines past return, earnings and revenue momentums outperforms strategies based on only one or two of these momentums.