It can take days for investors to react, creating a potentially lucrative strategy for some.
Researchers: Matthew R. Lyle, Christopher Rigsby, Andrew Stephen and Teri Lombardi Yohn
January 4, 2018
A new tool offers smart investors an improvement over the CAPM.
Researchers: Matthew R. Lyle, Charles C. Y. Wang and Akash Chattopadhyay
June 6, 2016