Sentences with phrase «on abnormal returns»

Here are the items our readers clicked most frequently on Abnormal Returns for the week ended Saturday, February 9th, 2013.

Here are the most clicked on items on Abnormal Returns for the week ended Sunday, June 28th, 2015.

It's been awhile so we are doing another edition of Blogger Wisdom this week on Abnormal Returns.

Here are the items our readers clicked most frequently on Abnormal Returns for the week ended Saturday, June 8th, 2013.

Saturdays are all about longform links on Abnormal Returns.

Here are the items our readers clicked most frequently on Abnormal Returns for the week ended Saturday, April 21st, 2012.

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

Here are the most clicked on items on Abnormal Returns for the week ended Saturday, April 2nd, 2016.

The stuff about block chain though, as highlighted by several commentators on the Abnormal Returns blog, is interesting.

Not exact matches

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

Alpha can also refer to the abnormal rate of return on a security or portfolio in excess of what would be predicted by an equilibrium model like CAPM.

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

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.

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Remarks: Due to their conceptual scope — and if not explicitly stated otherwise — , all models / setups / strategies do not account for slippage, fees and transaction costs, do not account for return on cash and / or interest on margin, do not use position sizing (e.g. Kelly, optimal f)-- they're always «all in «-- , do not use leverage (e.g. leveraged ETFs), do not utilize any kind of abnormal market filter (e.g. during market phases with extremely elevated volatility), do not use intraday buy / sell stops (end - of - day prices only), and models / setups / strategies are not «adaptive «(do not adjust to the ongoing changes in market conditions like bull and bear markets).

Abnormal Returns is on hiatus this week.

In A Crisis In Quant Confidence *, Abnormal Returns has a superb post on Scott Patterson's recounting in his book The Quants of the reactions of several quantitative fund managers to the massi...

There was an interesting post on Bloomberg regarding asset class correlations, and a lot of blogs wrote about it, including Abnormal Returns, which did a nice summary, and expanded the argument to...

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The choice of the money manager is between normal returns on the strength of fundamental financials on one hand and abnormal temporary returns relying on a highly irrational market.

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.

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There was not a lot of turnover a the top of the list this month as Abnormal Returns readers take advantage of some special deals on Kindle versions of some popular books and deeply discounted hardcover copies of the Abnormal Returns book.

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In A Crisis In Quant Confidence *, Abnormal Returns has a superb post on Scott Patterson's recounting in his book The Quants of the reactions of several quantitative fund managers to the massive reversal in 2007:

Abnormal returns are witnessed in the three - day windows centered on the next 4 earnings announcements.

I should note that hardcover copies of the Abnormal Returns book are on deep discount over at Amazon, so if you don't have a copy yet now is your chance.

In justifying the alleged existence of a universal price equilibrium, Ross, Westerfield states on page 370, «All the efficient market hypothesis really says is that, on average, the manager will not be able to achieve an abnormal or excess return.»

Meaning that if you researched a company based on public information, you would be unable to earn an abnormal return.

Alpha can also refer to the abnormal rate of return on a security or portfolio in excess of what would be predicted by an equilibrium model like CAPM.

The positive abnormal returns are most pronounced for engagements on the themes of corporate governance and climate change:

Mick was interested in some of what goes on behind the scenes here at Abnormal Returns, or how the sausage gets made.

Abnormal Returns is on a week - long break this week.

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May 21st: An excerpt from Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere on what men can learn from women about investing.

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

Abnormal Returns provides the best summary of the top writing on finance and investing every day.

One consensus finding was that Abnormal Returns was a «go to» site on the internet for finance.

We find that institutional activists» proposals have higher effects, with an abnormal return of 2.1 % on the day of the vote and a further 2.2 % over the following six days.

If you have been reading Abnormal Returns the past few days you are well aware of the debate going on between upstart robo - advisor Wealthfront and behemoth Charles Schwab ($ SCHW) about the cash position in their new Schwab Intelligent Portfolios.

Abnormal Returns is always worth reading, with many links on an array of interesting topics.

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Abnormal Stock Returns and Supreme Court Decision - Making < Slides > < SSRN > Workshop on Judicial Behavior @ University of Chicago Law School (2017) Faculty Scholarship Lunch Workshop @ Depaul University Law School (2017) Faculty Scholarship Workshop @ Chicago - Kent College of Law (2017) The Road Less Traveled - New Law, T - Shaped Lawyers and the Path to Law School -LCB- Product, Market -RCB- Fit Keynote Address, NALP Conference on Emerging Legal Careers (2017) Exploring the Physical Properties of Regulatory Ecosystems Law & Complexity Satellite @ International Conference on Complex Systems - Mexico (2017) Stanford CodeX - Lecture Series (2017) Can Librarians Help Law Become More Data Driven?

On a per - term basis, we find 5.3 cases and 7.8 stocks that exhibit abnormal returns after decision.