Applied Academic Research, January 2013
- 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.