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Topic: Stock Returns

A city full of smog Research Brief / Stock Returns

Your Chinese Supplier Pollutes – It Dents Your Stock Price?

The market penalizes customers' shares more than those of the polluter

Illustration balance of risk and reward on a scale Research Brief / Stock Returns

The Strange Case of the Missing Stock Market Return

Investors in leveraged companies take on extra risk, but research indicates they see no offsetting return

Road marking - One Way with snow Research Brief / Investing

Bringing a Sharper Focus to the Study of the Decline of Investment Diversification

Research measures the impact of global economic factors on returns

LED stock market ticker Research Brief / Stock Returns

Low-Quality Earnings: The Uncoupling of Stock Price from Fundamentals

Studying Chinese A and B shares reveals investor uncertainty

Illustration of two dice Research Brief / Investing

You Call That Fun? Why Individual Stock Investors Bother

Avanidhar Subrahmanyam studies how some investors’ gambling mentality affects share prices

Chinese investors having a discussion Research Brief / Investing

In China, Big Investors Have Brilliant Timing ― Or Do They Know Someone?

A scan of a million brokerage accounts finds the wealthy trade ahead of market-moving news

Illustration of a balance Research Brief / Investing

How Very Small Stocks Skew Investing Wisdom

Well-known market anomalies are largely absent among the biggest stocks

Illustration of a man stressed by laptops, smartphones Research Brief / Investing

How Tech’s Disruption Alters Investors’ Appetite for Risk

New technology’s upending of the old creates demand for alternative assets to offset risk

Women in front of a stock ticker board Research Brief / Trading

Chinese Investors Learn about Derivatives the Hard Way

An analysis of warrant trading reveals individuals’ poor grasp of complex securities

Illustration of a woman with reflection of line chart going up Research Brief / Investing

How an Excess of Stock Analyst Optimism Lands on Companies Least Deserving of It

Results of financially weak firms are difficult to forecast; in uncertainty, Wall Street’s views are overly generous

Street sign with Past, Present, Future and collage of bond certificates Research Brief / Bond Market

With Bonds, the Past Can Be Prologue

Patterns in corporate bond returns include abrupt short-term performance reversals and “momentum” waves that persist

Illustration of a man looking at a stock chart Research Brief / Corporate Investment

How ETFs Muffle Stock Market Feedback to Managers

The rise of passive investing leaves companies mistrusting market signals on how best to deploy capital

Downhill race with aerodynamic push cars Research Brief / Investing

Momentum Investing: It Works, But Why?

After a quarter century of sprawling study, it’s time to narrow the focus and settle on an explanation

Stock market ticker displays Feature / Stock Returns

New Appreciation for a Classic Stock Market Gauge

The relationship between short- and longer-term moving averages has strong predictive power for share price returns

Illustration of people riding a rollercoaster Research Brief / Investing

Rethinking Buy-and-Hold Investing

The case for using rising market volatility as a signal to pare back on stocks — does higher risk always mean higher return?

A person looking a computer screen with stock ticker Research Brief / Stock Returns

A Tool for Finding Mispriced Stocks

Less sophisticated investors reveal their sentiment in certain trades, and a 20-year study measures it company by company