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Monthly Archives: February 2011
Labor Unions are Hazardous to Your Wealth!
Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999 David S. Lee & Alexandre Mas A version of the paper can be found here. … Continue reading
Posted in Paper Reviews, Trading Strategy Paper
3 Comments
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
Discussion:
In the academic literature, the highest book-to-market portfolio (value portfolio) has created controversy. On one hand, efficient market theorists believe the “value portfolio” outperforms the market because the portfolio is fundamentally riskier than the broader market. A pile of academic evidence suggests that this “market efficiency” hypothesis is correct. Continue reading
Posted in Data Available, Paper Reviews, Trading Strategy Paper
2 Comments
Empirical Finance Data Services
We’ve recently launched a beta version of Empirical Finance Data™, which is a direct complement of the Empirical Finance Blog™. The site is 100% free. http://data.empiricalfinancellc.com/ The site is intended to accomplish a few goals: Demystify quantitative … Continue reading
Posted in Blog News
3 Comments
The Other Side of Value
The Other Side of Value Robert Novy-Marx A version of the paper can be found here. (sorry, I couldn’t find a free link to the source paper). Live implementation data can be found at Empirical Finance Data™ Abstract: … Continue reading
Posted in Data Available, Paper Reviews, Trading Strategy Paper
4 Comments
Customer-Base Concentration: Implications for Firm Performance and Capital Markets
Customer-Base Concentration: Implications for Firm Performance and Capital Markets Panos N. Patatoukas A version of the paper can be found here. Abstract: “This paper investigates whether and how customer-base concentration affects supplier … Continue reading
Posted in Paper Reviews, Trading Strategy Paper
4 Comments