Elisabetta Basilico, PhD, CFA
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More competition may instead encourage issuers to create more complex products that transfer additional risk to retail investors.
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Empirical relationships estimated decades ago can continue to influence decisions after the original sample ends, but with a few questions.
🌐 alphaarchitect.comSource
Empirical relationships estimated decades ago can continue to influence decisions after the original sample ends, but with a few questions.
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This paper introduces a new perspective. Shareholder activists do not need formal coordination to act together but instead use market signals.
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Portfolio choices are not driven by preferences alone, they are also shaped by frictions, small costs, inertia, and default options.
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From Alphaarchitect RSS Feed: Institutional Investor Attention
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From Alphaarchitect RSS Feed: Should Your Mom Have Private Equity in Her 401K?
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From Alphaarchitect RSS Feed: Bank Monitoring with On-Site Inspections
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Stock momentum has long been a workhorse idea. Buy recent winners. Sell recent losers. Critics argue those profits mostly come from riding factor trends like value, size, or industry tilts. This paper pushes back. It shows there is a durable, stock-specific momentum component tie
🌐 alphaarchitect.comSource
There is a durable, stock-specific momentum component tied to how prices react to firm news around earnings dates. The result is a cleaner, lower-risk way to capture momentum without leaning so heavily on broad factor moves. Asset Pricing and Risk-Sharing Implications of Alternat