Sentences with phrase «abnormal returns»

Investors didn't need to wait long to earn abnormal returns from stocks deleted from the index.

Returns were measured as cumulative abnormal returns — the difference between the actual return and expected return — to stock market prices during the event window.

Generally, when a security is added to an index, its price jumps, resulting in positive abnormal returns.

The authors find average one - year abnormal return after initial engagement is 1.8 %, with 4.4 % for successful engagements whereas there is no market reaction to unsuccessful ones.

In summary, some individual investors / traders do consistently earn economically significant abnormal returns.

Conversely, when a security is deleted from an index, its price falls, resulting in negative abnormal returns.

But returns can be more conservative and not abnormal returns.

But, do not expect abnormal returns from your investments in Gold.

You pick up on average about 3 - 4 % abnormal returns buying after a terrible month.

Every hedge fund manager out there is trying to generate abnormal returns.

In the paper researchers find that put - writing strategies demonstrated abnormal returns even after transaction costs.

They then examine the relationship between abnormal return and fund size.

Once adjusted for risk, they found that over 75 % of the newsletters produced negative abnormal returns.

Last night's episode of Abnormal Returns on StockTwits TV featured a conversation with David Merkel of the Aleph Blog.

Tadas over at Abnormal Returns did a nice job summarizing some of the current thinking from many different sources on the 60/40 portfolio.

You can support Abnormal Returns by visiting Amazon or follow us on StockTwits, Tumblr and Twitter.

Here are the items our readers clicked most frequently on Abnormal Returns for the week ended Saturday, January 12th, 2013.

Support Abnormal Returns by visiting Amazon, signing up for our daily e-mail or following us on StockTwits, Yahoo Finance and Twitter.

Here are the items our readers clicked most frequently on Abnormal Returns for the week ended Saturday, May 31st, 2014.

A monthly post looking at what books Abnormal Returns readers purchased at Amazon has become very popular with our readers.

Downside risk measures help investors make proper decisions when faced with abnormal return distributions.

Figure 1 from the paper shows cumulative abnormal returns around corporate social responsibility engagements (click to enlarge):

Morgan Housel at the Collaborative Fund included Abnormal Returns on this list of What I Read (And Why).

Efficient market theory posits that alpha is just an anomaly and that efficient markets rule and there is no long - term prospect of managers achieving abnormal returns, obviating the possibility of active portfolio...

Tadas Viskanta is the founder and editor of Abnormal Returns since its 2005 launch.

Stuff I'm Reading this Morning... Abnormal Returns covers the concept of Zombie ETFs... a new development for this industry.

Business Pundit places Abnormal Returns among the «75 Best Business Blogs of 2009» in the Investing category.

Business Pundit places Abnormal Returns among the «50 Best Business Blogs of 2008» in the Financial News and Investing category.

In their December 2012 draft paper entitled «The Persistence of Long - Run Abnormal Stock Returns: Evidence from Stock Repurchases and Offerings», Fangjian Fu and Sheng Huang compare recent (2003 - 2010) long - run abnormal returns following U.S. corporate stock buyback and Seasoned Equity Offering (SEO) announcements to those in older data (1985 - 2002).

(Reformed Broker earlier Abnormal Returns)

Tadas asked a range of questions and will publish them on Abnormal Returns over the course of the week.

Moreover, radical innovations — those that are perceived as totally different from and offer consumers substantially superior benefits than existing ones (and would include home mortgages and auto loans, to entrepreneurs who have built successful enterprises; and credit to emerging markets)-- bring higher cumulative abnormal returns because they allow firms to charge premium prices.

Turning to the U.S., a study by Coval and Moscowitz found that mutual fund managers «earn substantial abnormal returns in nearby investments,» suggesting that «investors trade local securities at an informational advantage.»

They employ three distinct methods to measure long - run abnormal returns: (1) calendar - time three - factor (market, size, book - to - market ratio) portfolio alpha; (2) three - factor alpha in event time; and, (3) returns in excess of those for control stocks matched on size, book - to - market ratio and six - month past return.

Cumulative abnormal returns increase with risk in the United States, but they decrease with risk in Western Europe.

I enjoyed this article about the comparison between trading and NFL gambling (HT Abnormal Returns).

I religiously read Abnormal Returns as the principal gateway to news, Bespoke Investment Group for top notch research and charts, Charles Kirk for both links and a trader perspective, and Calculated Risk for comprehensive coverage of economic news.

I don't know about Fuller and Thaler, but the average behavorial mutual fund is unable to provide abnormal returns.

A recent study conducted by April Klein and Emanuel Zur on shareholder activism found that stock prices of companies targeted by activist investors earn 10.2 % average returns during the period surrounding an activist's ownership disclosure and an additional 11.4 % abnormal return during the following year.

-LSB-...] Counterintuition — The superb Abnormal Returns has a post «Investing by the seat of their pants,» which, among other things, discusses William Bernstein's conjecture that «only a tiny fraction, 1 in 1000, investors have the skills to become truly competent investors.»

Using both intra - and interday data around decisions and oral arguments, we evaluate the frequency and magnitude of statistically - significant abnormal return events after Supreme Court action.

As I noted above, REIT performance in 2017 was utterly normal: what made 2017 remarkable is how abnormal the returns in other segments of the stock market have been — and how narrowly distributed.

Abnormal Returns takes two successful funds with completely different strategies.