Topic: Stock Returns
How Tech’s Disruption Alters Investors’ Appetite for Risk
New technology’s upending of the old creates demand for alternative assets to offset risk
How Very Small Stocks Skew Investing Wisdom
Well-known market anomalies are largely absent among the biggest stocks
How Will You Spend Your IPO Windfall?
“Uh, I already bought a house”: Tech workers spend ahead of actual stock sales
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
Low-Quality Earnings: The Uncoupling of Stock Price from Fundamentals
Studying Chinese A and B shares reveals investor uncertainty
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
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
Often Reviled, Short Sellers Are Newly Vulnerable to the Meme Mob
A short squeeze can ripple across short sellers’ positions
One Data Set That Warns Against Margin Trading
As a group, Chinese futures traders more likely to suffer margin call than to profit
Puncturing the Small-Investors-are-Bad-Investors Narrative
Individuals using the Robinhood trading app appear to beat the market
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?
The Collective Wisdom of Options Trades as Interest Rate Predictor
Skewness, measuring the range of biases, strongly suggests rate moves
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
Underappreciated Investment Edge: Company Trademark Filings
Not part of financial reporting, trademark activity predicts stock returns
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
When Financial Intermediaries Sneeze, These Assets Catch a Cold
Some investment vehicles are more reliant than others on the health of trading firms