Empirical Finance, LLC Blog

Empirical Finance's New Blog

The staff at Empirical Finance, LLC will no longer be maintaining the Empirical Finance Research Blog. Instead, we will distribute similar content through our monthly newsletter. We will maintain a separate blog at EmpiricalFinanceLLC.com.

Below this blog you can find an archive of the old blog's content.

Thank you,

Empirical Finance, LLC Staff

From the Old Blog:

Empirical Finance Research Blog

Moving to a new venue
Capacity Constraints, Profit Margins and Stock Returns: 7/10
A Better Three-Factor Model that Explains More Anomalies: 7/10
Is the Market Surprised By Poor Earnings Realizations Following Seasoned Equity Offerings? 7/10
Information Revelation and Expected Stock Returns: 6/10
Shell Games: On the Stock Price Performance of Shell Companies: 8/10
Economic Growth and Equity Returns: 6/10
Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar: ?/10
Evidence on Competitive Advantage and Superior Stock Market Performance: 4/10
Is Share Price Relevant?: 5/10
The Good News in Short Interest: 9/10
Case Closed: 8/10
The Asset Growth Effect in Stock Returns: 9/10
Mispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and Trading: 9/10
Hedge Fund Activism, Corporate Governance, and Firm Performance: 8/10
Repurchases, Reputation, and Returns: 8/10
Post Loss/Profit Announcement Drift: 8/10
Investment Potential Ratings
About the Authors
Lawyer Stuff
Empirical Finance Research Blog

Blog Archive

February, 2010