Category: Blog
Short Selling + Insider Selling = Bad News
Do Short Sellers Trade on Private Information or False Information? Amiyatosh Purnanandam and H. Nejat Seyhun Journal of Financial and Quantitative Analysis A version of this paper can be found here Want to read our summaries
Continue readingIndustry Insiders Can Outperform the Market
Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders Itzhak Ben-David, Justin Birru and Andrea Rossi Journal of Financial Economics, forthcoming A version of this paper can be found here Want to read our
Continue readingLow Volatility Turnover with Value and Momentum
Low Volatility Needs Little Trading Pim van Vliet Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category What
Continue readingDay of the Week Matters for Some Anomalies
Day of the Week and the Cross-Section of Returns Justin Birru Journal of Financial Economics, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check out
Continue readingLow Volatility Can Be Low Turnover
Low Volatility Needs Little Trading Pim van Vliet Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category What
Continue readingPublic Hedge Funds and Their Performance
Public Hedge Funds Lin Sun and Melvyn Teo Journal of Financial Economics, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category
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