Articles

Investors Respond to Feedback

Feedback on investment decisions helps improve investor performance: Larry Swedroe unpacks the research. It’s been well documented that, on average, retail investors are “dumb” money. For example, on average, the stocks they buy go on to underperform, and the stocks they sell go on to outperform. Sadly, investors even manage to underperform the very mutual …Read More.

Turns Out the “Smart Money” Isn’t

Turns out the “smart money” often isn’t. Larry Swedroe on who, exactly, exploits market anomalies. Institutional investors are generally considered “smart money” that exploits the behavioral biases of “dumb” retail money. However, there have been some holes poked in that idea recently. For instance, Roger Edelen, Ozgur Ince and Gregory Kadlec, authors of the study …Read More.

‘Sure Things’ to Watch for in 2017

Larry Swedroe compiles his list of financial predictions to watch for the year. Every year, I like to keep track of the predictions “gurus” and other market observers make for the upcoming year, specifically the ones they say are “sure things.” It seems like no one in the financial media holds them accountable (which is …Read More.

Another Angle On Factor Diversification

Last week, we examined the data (from my new book, “Your Complete Guide to Factor-Based Investing,” which I co-authored with Andrew Berkin) on the odds that the premiums associated with some common investment factors would produce a negative return over various horizons. We then examined how constructing a diversified factor portfolio might impact those odds …Read More.

Election Revives Old Myths

The results of the U.S. presidential election not only surprised almost all the gurus who were saying that a Hillary Clinton victory was a sure thing, but also those forecasting that, if by some miracle Donald Trump won, a stock market crash was bound to occur. Prior to the election, I had received many inquiries …Read More.

The Perils Of Bargain Hunting

As I have been discussing in a series of articles (which you can find here, here and here), we now have a substantial body of evidence demonstrating that individual investors possess a preference for low-priced equities. This is anomalous behavior, because the level of a company’s stock price is arbitrary—firms can manipulate it by adjusting …Read More.

How Risk and Uncertainty Affect Stock Returns

Asset pricing models imply that equity portfolios’ time-varying exposure to the market risk and uncertainty factors carries with it positive risk premiums. Turan Bali and Hao Zhou contribute to the body of literature on this topic through the study “Risk, Uncertainty, and Expected Returns,” which appeared in the June 2016 issue of the Journal of Financial and …Read More.



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