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Journal Article
Accounting Anomalies and Fundamental Analysis
December 1, 2010
In this paper, we survey research in accounting anomalies and fundamental analysis, using the forecasting of future earnings and returns as our organizing framework.
Journal Article
Accrual Reliability, Earnings Persistence and Stock Prices
September 1, 2005
We formally model the implications of reliability for earnings persistence, with our model predicting that less reliable accruals result in lower earnings persistence.
Journal Article
Accruals and Future Performance: Can It Be Attributed to Risk?
April 4, 2015
We decompose broad based measures of accruals into firm specific and related firm components.
Journal Article
Adverse Selection and the Required Return
January 1, 2004
Securities are traded by buyers and sellers with different levels of knowledge about those securities.
Chief Investment Quarterly
You Can’t Hedge, but You Can Diversify
May 8, 2019
Investors may benefit from adding diversifiers to their portfolios, but diversifiers aren’t hedges. Hedges serve a different purpose…unless they’re from Texas.
Journal Article
Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
February 1, 2009
Individual retail investors actively reallocate their money across different mutual funds.
Chief Investment Quarterly
Late Cycle Syndrome
September 18, 2019
The concern that the economy is nearing the end of its expansion phase has important implications for investors. We take a look at the data on “late cycle” indicators to see what they really tell us.
Journal Article
What Makes Stock Prices Move? Fundamentals vs. Investor Recognition
March 1, 2012
Behavioral finance research documents that investors are more likely to hold “attention grabbing” stocks —those of firms that currently have popular products and services, such as Apple and Pandora.
Journal Article
Why Not 100% Equities
December 1, 1996
In a 1994 article “College and University Endowment Funds: Why Not 100% Equities?” Richard H.
Journal Article
Overinvestment of Free Cash Flow
September 1, 2006
This paper focuses on using accounting information to better explain the relationship between free cash flow and overinvestment.