Tag: abnormal returns

Price Response To Factor Index Decompositions

Price Response To Factor Index Decompositions

Price Response to Factor Index Decompositions Joop Huij Erasmus University – Rotterdam School of Management; Robeco Quantitative Strategies; Erasmus University Rotterdam (EUR) – Erasmus Research Institute of Management (ERIM) Georgi Kyosev Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM); […]

Yes, There Are Good Stockpickers (VIC)

Yes, There Are Good Stockpickers (VIC)

Yes, There Are Good Stockpickers (VIC) Evidence suggests the professional investors in my sample have significant stock-picking skills. Interestingly, these skilled investors share their profitable ideas with their competition. I test various private information exchange theories in the context of […]