Investors initially underreact to volatility, then overreact
Some investment vehicles are more reliant than others on the health of trading firms
Not part of financial reporting, trademark activity predicts stock returns
Skewness, measuring the range of biases, strongly suggests rate moves
Stock prices dip around some announcements of return of jobs
As a group, Chinese futures traders more likely to suffer margin call than to profit
A short squeeze can ripple across short sellers’ positions
Equity volatility can encourage — or dampen — investment, depending on a firm’s bond spread
Active traders lose their edge as a marital breakup approaches
Using Chinese A and B shares, institutional players outperform individuals
Even before Dodd-Frank rules, the costs were significant
Active investors take up some — but not all — of the slack created by index funds
Including intangible assets in book value vastly improves the strategy’s returns
Investors may underreact when information arrives in small, continuous bits
We won’t call it debunking, but not all investing tips hold up