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
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