Matthew R. Lyle
Previously a member of the Accounting faculty at Kellogg
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
May 6, 2022
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
May 2, 2019
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
June 7, 2018
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