Topic: Stock Returns
More Money Into Stock Index Funds Suggests Lower Future Returns
As index fees decline, will funds draw big money away from bonds?
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
One Way the Stock Market Sends Signals to Bond Traders
Thin stock trading, amid both price volatility and a period of potential economic change, leads bond investors to seek a higher yield
Options Market Signals Scope of Federal Reserve Interventions
Traders see an implicit promise beyond specific asset purchases
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 Mechanics of How Social Media Turbocharges Asset Bubbles
Establishment media coalesces around a lone narrative, but online chatter hops between storylines, sometimes shocking traders
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
Tweets with Visuals Bring a 2% Stock-Price Boost — Temporarily
SEC encourages graphics in disclosures, but this practice may help executives more than shareholders
Underappreciated Investment Edge: Company Trademark Filings
Not part of financial reporting, trademark activity predicts stock returns
Unintended Consequence of Stale Corporate Bond Fund Prices Amid Fed Tightening
In wild markets, do the most dated prices actually reduce redemptions?
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 a Stock Becomes Easier to Trade, So Do Its Rivals
A rising tide of liquidity for one company also lifts its peers, boosting their stock prices and lowering trading costs