Browsing: Academic Study


Study Predicts Turnaround in Turnover Ratios

Abel Noser Solutions, a trade cost analysis provider, released a report predicting that turnover ratios have stopped falling and will rebound, according to an article in Traders Magazine. While encouraging, ...

Study Finds Correlation Between Twitter Sentiment and IPO Returns

A new academic study found that Twitter sentiment is positively correlated to contemporaneous IPO returns, but extracting trading value may be difficult. Two researchers from Johns Hopkins University used Twitter ...

Greenwich Study Finds Large Variation in Commission Rates

A study of equity commission rates by Greenwich Associates found a wide divergence in the commission rates paid by different institutions which was largely attributable to how the asset managers ...

The Challenges of Short Ideas

The following is an excerpt from an article on long/short investing by a former partner at Albourne Partners, a leading alternative investment consultancy. While long/short strategies are powerful, shorting is ...

White Paper Finds Value in News Sentiment Data

Lucena Research, an artificial intelligence supplier to hedge funds, released a white paper outlining a trading strategy based on news sentiment indicators developed by RavenPack International S.L.  The back tested ...

Hedge Funds Capitalize on Political Intelligence: Study

According to a recently revised academic study, U.S. hedge fund managers have clearly gained an information advantage from their connection with lobbyists, enabling them to generate excess returns.  However, this ...

Traders Pocket $250 mln From Fed Leaks: Study

According to a recent academic study, some investors may have pocketed between $14 mln to $256 mln in profits by getting early word on Fed policy changes between 1997 and ...

Crowd Sourced Stock Ideas Beat Wall Street Analysts

A recent academic study revealed that the stock market ideas published on internet investor forum Seeking Alpha outperformed the research written by Wall Street analysts and articles published by financial ...

New Idea-Sharing Platform Targets Retail

Interactive Buyside LLC, is a recent platform for buy side analysts to share their research ideas with the goal of attracting new investors.  Although Interactive Buyside has some distance to ...

Two Visions for the Future of Research

Two recent pieces titled “The Future of Equity Research” present differing perspectives on forces shaping equity research.  From London comes a white paper examining how potential regulatory changes might alter ...