Topic: Stock Returns
Your Chinese Supplier Pollutes – It Dents Your Stock Price?
The market penalizes customers' shares more than those of the polluter
You Call That Fun? Why Individual Stock Investors Bother
Avanidhar Subrahmanyam studies how some investors’ gambling mentality affects share prices
With Bonds, the Past Can Be Prologue
Patterns in corporate bond returns include abrupt short-term performance reversals and “momentum” waves that persist
Why Risk and Reward Don’t Always Move in Concert
Investors initially underreact to volatility, then overreact
When Individuals Concentrate in a Stock, Earnings Surprises Play Out Differently
Price movements can be more extreme
When Financial Intermediaries Sneeze, These Assets Catch a Cold
Some investment vehicles are more reliant than others on the health of trading firms
Upside Earnings Surprise Issued Late: Signal of Possible Manipulation
Companies that take longer than expected to announce results may be buying time for accounting tricks
Underappreciated Investment Edge: Company Trademark Filings
Not part of financial reporting, trademark activity predicts stock returns
Tweets with Visuals Bring a 2% Stock-Price Boost — Temporarily
SEC encourages graphics in disclosures, but this practice may help executives more than shareholders
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
The Collective Wisdom of Options Trades as Interest Rate Predictor
Skewness, measuring the range of biases, strongly suggests rate moves
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?
Puncturing the Small-Investors-are-Bad-Investors Narrative
Individuals using the Robinhood trading app appear to beat the market
Options Market Signals Scope of Federal Reserve Interventions
Traders see an implicit promise beyond specific asset purchases
One Data Set That Warns Against Margin Trading
As a group, Chinese futures traders more likely to suffer margin call than to profit
Often Reviled, Short Sellers Are Newly Vulnerable to the Meme Mob
A short squeeze can ripple across short sellers’ positions