Sunday, September 10, 2006

5 New Articles and 1 New Book on research-finance.com!!

September 2006 (published in September 2005) - Hebner, Index Funds - this book has it all. The tables and graphs instantly make their point and allow you to "see" how the market ebbs and flows as asset class returns vary year to year. It is extremely well-written. For the cleverly presented but massive amount of information alone, this book is worth the price of admission. Please go to the Getting Started page for link. New! *** Highly Recommended ***

September 2006 (published in the Spring 2006) - Cushing, Lof, Sense-Making Myth For Late Modern Society: Harry Potter, Lord of the Rings and Star Wars New!

September 2006 (published in March 2006) - Fernandez, 102 Errors in Company Valuations New!

September 2006 (published June 2006) - Cremers, Petajisto, How Active is your Fund Manager? A New Measure that Predicts Performance New!

September 2006 (published June 2006) - Ahrend, Factors Behind Low Long-Term Interest Rates New!

September 2006 - "Top 20" financial blogs recommended by "24/7 Wall Street" New!

September 2006 (published in April 2006) - Goetzmann, The Ancient Roots of Today's Financial Tools New!

Sunday, July 30, 2006

9 New Articles on research-finance.com!!

The following articles were added to the site on July 30, 2006, check out some of the good stuff:

July 2006 (to be published in 2006) - Hermanns, Financial Information and Earnings Quality: A Literature Review New!

July 2006 (published April 2006) - Dimson, Marsh, Stauton, The Worldwide Equity Premium: A Smaller Puzzle New!

July 2005 (to be published in 2006) - Lettau, Wachter, Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium New!

July 2006 (published May 2006) - Hou, Karolyi, Kho, What factors drive global stock returns? New!

July 2006 (to be published in 2006) - Jagannathan, Wang, Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns New!

July 2006 (to be published in 2006) - Edmans, GarcĂ­a, Norli , Sports Sentiment and Stock Returns New!

July 2006 (published December 2005) - Dammon, Poterba, Spatt, Zhang, Maximizing Long-term Wealth Accumulation: It's Not Just About "What" Investments To Make, But Also "Where" To Make Them New!

July 2006 (published June 2004) - ING, Asset Allocation New!

July 2006 (published 1992) -Sharpe, Asset Allocation: Management Style And Performance Measurement New!

July 2006 - Journal of Behavioral Finance New!

Sunday, May 14, 2006

10 New Articles on research-finance.com

10 New Articles posted May 12, 2006!!

May 2006 (published October 2005) - Dammon, Poterba, Spatt, Zhang, Maximizing Long-term Wealth Accumulation: It's Not Just About "What" Investments To Make, But Also "Where" To Make Them New!

May 2006 (published April 2006) - Troutner, The Squeaky Wheel New!

May 2006 (published March 2006) - Introduction by Paul Krugman to The General Theory of Employment, Interest, and Money, by John Maynard Keynes New!

May 2006 (published February 2005) - Gorton, Rouwenhorst, Facts and Fantasies about Commodities Futures New!

May 2006 (published January 2006) - Sagi, Seasholes, Firm-Specific Attributes and the Cross-Section of Momentum New!

May 2006 (published March 2006) - Lemmon, Portniaguina, Consumer Confidence and Asset Prices: Some Empirical Evidence New!

May 2006 (to be published 2006) -Doukas, Kim, Pantzalis, Divergence of Opinion and Equity Returns (older version of article) New!

May 2006 (to be published 2006) - Grossman, Shore, The Cross-Section of Stock Returns before World War I (older version of paper) New!

May 2006 (published January 2006) - Kat, Oomen, What Every Investor Should Know About Commodities, Part I: Univariate Return Analysis New!

10 New Articles and 1 New Book on research-finance.com

New articles and book on site - updated March 15, 2006!

March 2006 (published September 2005) - Poundstone, Fortune's Formula : The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street - a history of finance told through Goodfellas - Go to Getting Started page for link

March 2006 (published May 2005 ) - Clark, Petrodollar Warfare: Oil, Iraq and the Future of the Dollar - a high-finance conspiracy theory - oil, dollars and the Iraq Oil Bourse - Go to the Getting Started page for link
March 2006 (published 2005) - Lee, Aizenman, International Reserves: Precautionary vs. Mercantilist Views, Theory, and Evidence
March 2006 (published June 2005) - Fernandez, Financial literature about discounted cash flow valuation
March 2006 - Martin Lettau and Jessica A. Wachter, Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
March 2006 (published February 2005) - Massa, Rehman, Vermaelen, Mimicking Repurchases
March 2006 - Boudoukh, Richardson, Whitelaw, The Myth of Long-Horizon Predictability

March 2006 (published February 2006) - Troutner, Stewards of Capitalism

March 2006 (published February 2006) - Lord, Asset Allocation or Alpha?

Monday, January 02, 2006

8 New Articles on research-finance.com

New articles on the site - posted on January 2, 2006!!

January 2006 (published November 2005) -Bhattacgarta, Galpin, Is Stock Picking Declining Around the World? New! *** Highly Recommended ***

January 2006 (to be published in 2006) - Fama, French, The Value Premium and the CAPM New!

January 2006 (to be published in 2006) - Hou, Robinson, Industry Concentration and Average Stock Returns New!

January 2006 (published September 2005) - Fama, French, The Anatomy of Value and Growth Stock Returns New!

January 2006 (to be published in 2006) - Baker, Wurgler, Investor Sentiment and the Cross-Section of Stock Returns New!

January 2006 (to be published in 2006) - Pirinsky, Wang, Does Corporate Headquarters Location Matter for Stock Returns? New!

January 2006 (to be published in 2006) - Busse, Irvine, Bayesian Alphas and Mutual Fund Persistence New!

January 2006 (published September 2005) - Bauman, Two Investment Gurus: Index Funds are Path to a Winning Investment New!

Sunday, November 20, 2005

6 Articles and 2 Shorter Articles now on research-finance.com

November 2005 (published September 2005) - Kothari, Shu, Wysocki, Do Managers Withhold Bad News?

November 2005 (October 2005) - Geraats, The Mystic of Central Bank Speak

November 2005 (published October 2004)- Hviding, Nowak, Ricci, Can Higher Reserves Help Reduce Exchange Rate Volatility?

November 2005 (published April 2005) - Guo, Savickas, Foreign exchange rates don't follow a random walk

November 2005 (published January 2002) - Campbell, Strategic Asset Allocation

November 2005 (published August 2005) - Jacobsen, Mamun, Visaltanachoti, Seasonal, Size and Value Anomalies

November 2005 - Bernstein, Too Much Capital

November 2005 (published April 2003) Clark, Silva, Reasonable Expectations for the Long Run US Equity Premium

Sunday, October 16, 2005

New Shorter Article on research-finance.com - Tokat, The Asset Allocation Debate: Provocative Questions, Enduring Realities

At research-finance.com, scroll down to "Shorter Articles/New Sites of Note" section in the right column.