Matthew R. Lyle
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Matthew R. Lyle

Associate Professor of Accounting Information & Management

Kellogg Faculty Page →

Can Investors Create Profitable Trading Strategies Based on Academic Findings?

It hasn’t been clear if information from the ivory tower translates to the trading-room floor. A new study tackles the question by looking at research on earnings announcements.

Researchers: Matthew R. Lyle and Teri L. Yohn

A Comprehensive Model for Building Winning Stock Portfolios

Linking fundamental analysis and portfolio optimization may be the key to solving the “investor’s problem.”

Researchers: Matthew R. Lyle and Teri L. Yohn

Take 5: What's in Your Investment Portfolio?

Here’s what our faculty have to say about assessing new stocks, investing in green companies—and the benefits of benign neglect.

Researchers: David Chen, Janice C. Eberly, Ravi Jagannathan, Robert Korajczyk, Matthew R. Lyle and Louis Simpson

Traders Are Surprisingly Slow to Respond to Off-hours Earnings Announcements

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 L. Yohn

January 4, 2018

Your Investment Tool Is Failing You

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