We study data from an organization in which fund managers privately share and discuss
detailed investment recommendations. Buy recommendations generate positive abnormal …

We compare the investment performance of portfolios sorted on different valuation measures.
EBITDA/TEV has historically been the best performing metric and outperforms many …

We examine a dataset consisting of comprehensive investment recommendations paired with
analyst-specific information for over 1,100 buy-side analysts (predominantly analysts from …

The individual investor's comprehensive guide to momentum investing Quantitative Momentum
brings momentum investing out of Wall Street and into the hands of individual investors. …

We propose the use of maximum drawdown, the maximum peak to trough loss across a time
series of compounded returns, as a simple method to capture an element of risk unnoticed …

A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp
represent two spectrums of investing: one value driven, one quantitative. Where they align …

We study data from an organization in which fund managers privately share and discuss
detailed investment recommendations. Buy r Page 1 Do Fund Managers Identify and Share …

Studies to evaluate use-effectiveness and cost-effectiveness of natural family planning (NFP)
were conducted in Liberia and Zambia. The Liberian programme provided uni-purpose …

We study how professional investors use social networks to impound price-relevant
information into asset prices. Exploiting novel data from an online social network that facilitates …

Evidence suggests the professional investors in my sample have significant stock-picking
skills. Interestingly, these skilled investors share their profitable ideas with their competition. I …