Matthew R. Lyle
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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

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