Results 51 to 60 of about 501 (151)
Financial Management, EarlyView.ABSTRACT Diversity, equity, and inclusion (DEI) is one of the most polarizing issues in business and society. Advocates claim that DEI enhances fairness, while critics argue it undermines meritocracy. The problems often stem from the practice of DEI—reducing it to demographic diversity—rather than its principle.
Alex Edmans
wiley +1 more source
Firm Size and Momentum Returns: The Roles of Analyst Coverage and Herding Behavior
Financial Markets, Institutions &Instruments, EarlyView.ABSTRACT Momentum strategies have historically generated excess returns, but their effectiveness noticeably deteriorated in the post‐pandemic period, especially in 2022–23. In this paper, we explore how changes in investor attention during and after the COVID‐19 pandemic may have altered the performance of momentum strategies.
Yiyi Zhang, He He, Qian Guo, Jing Chen
wiley +1 more source
Market impact and efficiency in cryptoassets markets
, 2023 We analyze markets for cryptoassets (cryptocurrencies and stablecoins), investigating market impact and efficiency through the lens of the market order flow.
Emilio Barucci +5 more
core +1 more source
Industrial Relations Journal, EarlyView.ABSTRACT During the first 100 days of the Trump II Administration, DEI took a body blow. Moreover, in August 2026, former professor Jason Arday's unravelling (and now tragic death) has put conjecture about DEI at the epicentre of community discourse and emboldened critics.
Anthony M. Gould +2 more
wiley +1 more source
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect
, 2023 Using a large panel of U.S. brokerage accounts trades and positions, we show that a large fraction of retail investors trade as contrarians after large earnings surprises, especially for loser stocks, and that such contrarian trading contributes to post ...
Luis M. Viceira +3 more
core +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT This survey interprets the evolution of quantitative equity investing as a history of changing constraints rather than a succession of increasingly complicated forecasting models. Portfolio theory made diversification calculable; characteristic‐based investing converted value, momentum, profitability, and low‐risk effects into scalable ...
Xuan Feng, Julio P. Cardozo, Dehua Xia
wiley +1 more source
Suppressing explosive synchronization by contrarians
, 2016 Explosive synchronization (ES) has recently received increasing attention and studies have mainly focused on the conditions of its onset so far. However, its inverse problem, i.e. the suppression of ES, has not been systematically studied so far.
Xiaosong Chen +4 more
core +1 more source
Mandate Models and the Inelastic Market Hypothesis
Mathematical Finance, EarlyView.ABSTRACT The aggregate equity market displays only small price elasticity; in particular, macroeconomic allocations in and out of the equity market lead to surprisingly large impacts on stock valuations. Gabaix and Koijen study this phenomenon and provide a theoretical framework to explain the observed price inelasticity. They consider financial agents
Johannes Ruf, Yueying Sun
wiley +1 more source
Phenomenology and Qualitative Data Analysis Software (QDAS): A Careful Reconciliation
Forum: Qualitative Social Research, 2017 An oft-cited phenomenological methodologist, Max VAN MANEN (2014), claims that qualitative data analysis software (QDAS) is not an appropriate tool for phenomenological research.
Brian Kelleher Sohn
doaj