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Weekly Academic Digest 8/21/2011

Posted on August 20, 2011 by wes
This entry is part 1 of 2 in the series Weekly Academic Digest

Alpha Research “The UMO (Undervalued Minus Overvalued) Factor”–watch out for share issuers and repurchasers. This document provides an overview of the UMO factor. It describes its motivation, construction, and how to obtain it and use it. Behavioral theories suggest that … Continue reading →

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Weekly Academic Digest 8/28/2011

Posted on August 29, 2011 by wes
This entry is part 2 of 2 in the series Weekly Academic Digest

Negative Alpha Research (Temporary Category) Taxing Financial Transactions: An Assessment of Administrative Feasibility–ugg, just what we need…more taxes. This paper considers how a tax on financial transactions could be applied to three broad and partially overlapping categories of financial instruments: … Continue reading →

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