April 2014


Why Market Timing Doesn't Work

It is our view and the view of many that market timing is not possible to do consistanly. Check out this video by some of the advisors at Vanguard that explains why market timing simply doesn't work.

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Small Cap Value Stocks – Long Term Market Beating Performance

There's an article over at valuestockguide.com that provides a simple break down of the differences in performance of large vs. small market cap stocks as well as value vs. growth stocks. These differences are nothing new with numerous research papers to back this up.

A Market Neutral Securities Portfolio Utlizing the S&P 500 and the Arte Model

This paper examines the use of a model deemed by the authors - the ARTE model. This model shows promise as a hedging strategy for market-neutral portfolios.

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Behavioral Impact and Reaction of SEC Fair Disclosure Reporting Companies

This paper is a follow-up to the previous regarding the Fair Disclosure regulation. This paper examines the effects of the Value Line Index as opposed to the S&P 500. More importantly this paper examines the behavioral impact of the Fair Disclosure regulation on the companies included in the study.

SEC Rules Fair Disclosure: Corporate America Responds

Here is another paper co-authored by Dr. Bidwell. that examines the new (at the time the paper was published) Securities and Exchange Commission regulation, Fair Disclosure. This paper seeks to determine the effects of the S&P 500 regarding earnings reporting and estimates assuming that the market will become more efficient.

Dynamic Asset Sectoring of Turnaround Value and Growth Portfolios

This is a follow-up to the previous paper regarding Turnaround Value companies. This follow-up groups different types of stocks together by characteristics such as value, growth, and momentum to compare the differences in results.

Turnaround Growth Portfolios and the Inefficient Stock Market

In this paper co-authored by Dr. Bidwell, the authors seek to uncover a market anomaly assuming that the stock market is not perfectly efficient.

How Expense Ratios and Star Ratings Predict Success

This study conducted by Morningstar found that low-cost mutual funds out performed high-cost mutual funds suggesting that low expense ratios should be used as a guide when selecting funds to invest in.

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A Test of Market Efficiency: SUE/PE

This is the original paper written by Dr. Bidwell in The Journal of Portfolio Management in 1979 along with a follow up in 1981. Dr. Bidwell seeks to determine a relationship between Standardized Unexpected Earnings (SUE) and Price-to-Earnings (PE) ratios. This was the research that started it all for Dr. Bidwell.

Beginners' Guide to Asset Allocation, Diversification, and Rebalancing

The Securities and Exchange Commission has a great article regarding the importance of sticking to your asset allocation. Rebalancing your asset allocation occurs when your current asset allocation is no longer inline with your target asset allocation. This generally happens when one asset category performs well.

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