Applied Academic Research, January 2013

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  • Momentum strategies in commodity futures markets—A simple momentum strategy works on commodity futures and offers portfolio diversification.
  • Inefficiencies in the Pricing of Exchange-Traded Funds—Attractive arbitrage opportunity exist in ETFs,  due to mispricing of their net asset value.
  • Limited Attention and Predictability of Supplier Returns After Large Customer Price Changes—Study the economic link between customers and supplier, and unveil the return predictability of large customer’s stock price movement.
  • Institutional Trade Persistence and Long-term Equity Returns—Research shows that herding effect in institutional trading can lead to mispricing of stock prices.

Team Mission: To empower investors through education.