Browsing: Academic Study
Governance and Alpha
09/25/2012
U.S. investors have been slower than their European counterparts to embrace research focused on a public company’s environmental, social and governance (ESG) profile. U.S. investors tend to be skeptical whether ...
Senators Best Hedge Funds
07/06/2011
Who profits more from non-public information – U.S. Senators or hedge funds? Academic studies suggest that the stock portfolios of U.S. Senators significantly outperform most hedge funds, providing positive abnormal ...
Study – A Penny Saved is a Penny Earned
06/30/2011
New York – A recent study concludes that an early enough detection of financial shenanigans – decisions taken by a firm’s management with the intent of distorting the reported financial ...
Behavioral Finance lessons from BP
05/06/2011
New York – A forthcoming paper analyzes BP from a behavioral finance perspective. One of the main findings is that insufficient knowledge, or acknowledgment, of BP’s corporate culture led analysts ...
Dire Forecasts
04/12/2011
New York – A pending study has labeled the fund management as ‘overpaid’ and destroying $1.3 trillion in value each year. Sell-side research is identified as contributing to the value ...
Sentiment Analysis in the News
12/23/2010
New York – Two interesting stories about trading strategies based on sentiment analysis. First, via Bloomberg, a new hedge fund that will use Twitter to predict moves in the stock ...
Do Buy Side Analysts Outperform the Sell Side?
09/05/2007
Buy side analysts demonstrate less accuracy in their buy/sell/hold recommendations than sell side analysts, according to a study conducted by professors at Harvard Business School. The study tracked the recommendations ...