Sentences with phrase «abnormal returns because»

Fama and French attribute the variation in average returns between high and low BM stocks to «relative distress,» arguing that value strategies (i.e. high BM stocks) produce abnormal returns because they are fundamentally riskier.

Not exact matches

Apparently a lot of Abnormal Returns readers want to become hedge fund managers because Ted Seides» So You Want to Start a Hedge Fund: Lessons for Managers and Allocators did well.

Because technical analysis uses price and volume information, all three levels of efficiency state that an investor would be unable to earn an abnormal return with this information.

The paper is a response to Fama and French's 1992 paper, The Cross-Section of Expected Stock Returns, which argued that value strategies produce abnormal returns only because they are fundamentally rReturns, which argued that value strategies produce abnormal returns only because they are fundamentally rreturns only because they are fundamentally riskier.

I don't do them not because they are not valuable, but because others do them better then me, like Abnormal Returns.