TITLE: ADAPTIVE MARKETS: FINANCIAL EVOLUTION AT THE SPEED OF THOUGHT
Authors: A. LO
Publication: PRINCETON UNIVERSITY PRESS, 2017
Link: Adaptive Markets
#What is the Research Question?:
1) Can rationality (modern financial theory) and irrationality(behavioral economics) co-exist in investment management?
TITLE: FACTS ABOUT FACTORS
Authors: Paula Cocoma, Megan Czasonis, Mark Kritzman, and David Turkington
Publication: Journal of Portfolio Management, 2017, Special Issue
Link: Cocoma et al.
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Note to consultants: work on the bedside manner
TITLE: CAN ANALYSTS PICK STOCKS FOR THE LONG RUN?
Authors: Oya Altınkılıç, Robert S.Hansen, Liyu Ye
Publication: Journal of Financial Economics, 119 (2016) 371–398
Link: Altinkiliç et al. (2016)
#What is the Research Question? :
TITLE: INDEX-LINKED INVESTING: A CURSE FOR THE STABILITY OF FINANCIAL MARKETS AROUND THE GLOBE
Authors: L. BOLLA, A.
Title: A TAXONOMY OF ANOMALIES AND THEIR TRADING COSTS
Authors: ROBERT NOVY-MARX, MIHAIL VELIKOV
Publication: THE REVIEW OF FINANCIAL STUDIES, 2016
#Research Questions: 1)What are the costs of trading the most important anomalies? 2)What is the capacity that each of these strategies has
Title: FURTHER EVIDENCE ON THE STRATEGIC TIMING OF EARNINGS NEWS: JOINT ANALYSIS OF WEEKDAYS AND TIMES OF DAY
Authors: RONI MICHAEY, AMIR RUBIN, ALEXANDER VEDRASHKO
Publication: JOURNAL OF ACCOUNTING AND ECONOMICS
#Research Question: Do managers act to strategically time negative
TITLE: LEARNING ABOUT MUTUAL FUND MANAGERS
Authors: DARWIN CHOI, BIGE KAHRAMAN, and ABHIROOP MUKHERJEE
Publication: THE JOURNAL OF FINANCE • VOL. LXXI, NO. 6 • DECEMBER 2016
#Research Question: Are investors rational in their choice of mutual funds and their
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PassiveBeat: was FCA right to slam investment consultants? We have the numbers
By Elisabetta Basilico 24 Mar, 2017 at 10:44
TITLE: FUNDAMENTALS OF EFFICIENT FACTOR INVESTING
Authors: R. CLARKE, H. DE SILVA, and S. THORLEY
Publication: FINANCIAL ANALYST JOURNAL • VOL. 62 • DECEMBER 2016
#Research Question: Is a long only constrained-investor, with views about equity market factor returns, better