Q&A: Beta and Stock Returns
Do high-beta stocks have high expected returns? Do stocks with historically above-average betas exhibit above-average realized returns? (Read the full entry)
View ArticleQ&A: Should Investors Diversify Among Government Bonds?
If US Treasury bonds are not risk-free due to inflation risk, does it make sense to diversify a portfolio of government bonds with obligations of other countries? (Read the full entry)
View ArticleQ&A: Liquidity and Stock Returns
Is there a liquidity risk factor in stock returns that helps explain differences in average returns? (Read the full entry)
View ArticleQ&A: Front Running and Fair Pricing
What is the relation, if any, between the practice of "front running" trades and the efficient market hypothesis? (Read the full entry)
View ArticleQ&A: Expected Returns and Socially Responsible Investing
Are expected returns for "socially responsible" strategies lower compared to a conventional approach? (Read the full entry)
View ArticleQ&A: Cap Weighting or GDP Weighting?
What is the merit, if any, in using a country weighting scheme based on Gross Domestic Product (GDP) rather than market capitalization? (Read the full entry)
View ArticleQ&A: Why Use Book Value to Sort Stocks?
Data from Ken French's website shows that sorting stocks on E/P or CF/P data produces a bigger spread than BtM over the last 55 years. Wouldn't it make sense to use these other factors in addition to...
View ArticleQ&A: Seeking the Inefficient Asset Class
We often hear the claim that some markets are less efficient than othersâsmall company stocks, emerging markets, foreign exchange, and so on. Is there any evidence to support this assertion? (Read...
View ArticleQ&A: Do Low-Volatility Strategies Produce High Returns?
Baker, Bradley and Wurgler (FAJÂ 2011) find that low-volatility stocks in the US outperform high-volatility stocks and attribute this apparent anomaly to investor behavioral biases as well as limits to...
View ArticleQ&A: Small Stocks for the Long Run
In addressing a previous question ("Has the Equity Premium Puzzle Gone Away?"), you suggested that it requires 35 years or more to be reasonably confident of achieving a positive equity premium. Is the...
View ArticleQ&A: Are Stock Returns Normally Distributed?
What is the best way to describe the distribution of stock returnsâa normal distribution, lognormal, or something else? What should investors do with this information? (Read the full entry)
View ArticleAnalyzing Multidimensional Well-Being: A Quantitative Approach
“An indispensable reference for all researchers interested in the measurement of social welfare. . .”read more...
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Nadex Product Schedule For The Week Of January 1, 2018
Nadex will observe the following modified holiday schedule:read more...
View ArticleA Hitchhiker's Guide to the Blockchain Highway
Not for easily swayed, vlogger Mike in Space narrates a tour through the world of bitcoin memes (and mixed messages) of 2017.
View ArticleThe Cry of the Pod People: #HumanToo
Twitter was not available to the pod people in The Invasion of the Body Snatchers. They had to confront the humans directly, pointing and screeching to muster the mob to attack. But now that we have...
View ArticleEconomic Talks Herald Golden Era In UK-China Relations - Agreement To...
The wide-ranging dialogue further strengthened the Golden Era in UK-China relations, boosting cooperation across the two countries’ strategic partnership.read more...
View ArticleLondon Stock Exchange Group: ELITE Continues Global Expansion In China
ELITE, London Stock Exchange Group’s international business support and capital raising programme, today announces that it has signed a Memorandum of Understanding (MoU) with Shenzhen Securities...
View ArticleBitcoin Takes All? Enterprise Blockchains Need Time, Too
This is not the kind of technology where you "move fast and break things." Financial market infrastructure is too big to bet on a buzzword.
View ArticleAimed At Further Enhancing Investors’ Trading Activities: DFM Launches...
As part of its efforts to provide market participants with new tools to further strengthen their trading activities, better utilize their resources, and further enhance market liquidity, Dubai...
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