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Media Mention (媒体报道)

 

Replicating anomalies, hedge.lu.com, July 3, 2017

 

Attention aux fake strategies smart beta, Associés en Finance, in French, June 30, 2017

 

Replicating anomalies in financial markets with Hou, Xue, and Zhang, The Economics Detective Radio, June 30, 2017

 

Bursting the big data bubble…. with theory, RealClearAgriculture.com, June 23, 2017

 

Replicating scientific research: Ugly truth, True Economics, June 16, 2017

 

Hou, Xue, and Zhang: Replication controversies in finance and accounting, The Replication Network, June 14, 2017

 

Financial anomalies are contingent on being unknown, Statistical Modeling, Causal Inference, and Social Science, June 10, 2017

 

Are markets efficient if you are a particle physicist? Prof. Jayanth R. Varma’s Financial Markets Blog, June 7, 2017

 

Mast investment letter, Mast Investment Advisors LLC, June 2017

 

My smart beta ETF premised on cats rang up an 849,751% return, Bloomberg

 

Reexamining accepted market wisdom, TwoPlusTwo Magazine

 

E’ possibile battere il mercato? Finanzaoperativa.com

 

One by one, the anti-EMH arguments collapse, TheMoneyIllusion.com

 

What’d You Miss?” (57:29), Bloomberg, May 24, 2017

 

A practical approach to factor-based investing, The Globe and Mail, May 23, 2017

 

Most stock anomalies fake news? CXO Advisory, May 23, 2017

 

All about microcaps, Daily Speculations, May 23, 2017

 

Problems with the factor zoo, by Larry Swedroe, ETF.com, May 19, 2017

 

How well do anomalies in finance and accounting replicate? The Replication Network

 

P-hacking versus skin in the game: How can understanding incentive structures help us think about market efficiency? Episodeblog.com, Allocationblog.com

 

Weekly top 5 papers – May 15th 2017, The SSRN Blog

 

P-hacking in anomaly research, Diary of Imaginary, in Japanese

 

Most supposed market anomalies don’t exist, or are too small to matter, FamilyWealth news, May 15, 2017

 

Which anomalies are legit? Portfolio123.com

 

Kicking the tires of market anomalies, by James Mackintosh, The Wall Street Journal, Business & Finance B1-B2, May 12, 2017 [pdf]

 

When researchers and investors walk into a bar, the investors get hammered, by Jason Zweig, The Wall Street Journal, May 12, 2017 [pdf]

 

Active manager lags despite research, by Larry Swedroe, ETF.com, May 12, 2017

 

WSJ: Most market anomalies academics have identified don’t exist, Bogleheads.org

 

An algorithm, an ETF and an academic study walk into a bar, by James Mackintosh, The Wall Street Journal, May 11, 2017 [pdf]

 

Ivory tower wonks help traders make a quick buck, by Noah Smith, Bloomberg View, May 11, 2017

 

Cleaning out the factor zoo, by James Picerno, The Capital Spectator, May 11, 2017, Investing.com, May 11, 2017, Seeking Alpha, May 12, 2017

 

Half anomalies are fantasy of the discoverers, IEXProfs, in Dutch, May 11, 2017

 

Do you think behavioral anomalies will persist? Bogleheads.org

 

Do trading costs destroy factor investing? ValueWalk.com

 

Anomalies, pitches, and promises, by Matt Levine, Bloomberg View, May 9, 2017

 

Research paper says most market anomalies are imaginary, by Eric Weiner, The Globe and Mail, May 9, 2017

 

Forget factors, paper says most market anomalies are imaginary, by Eric Weiner, The Washington Post, May 9, 2017

 

A new paper just took a huge shot at some of the world’s hottest investments, by Eric Weiner, Bloomberg, May 8, 2017

 

Market anomalies fail to replicate, MarginalRevolution.com

 

Replicating anomalies, No Hesitations

 

How to make trouble, Anti-Dismal.com

 

Financial research, data mining, and star wars (金融研究,数据挖掘与星球大战), in Chinese, 辍耕录

 

投资CAPM, Diary of Imaginary, in Japanese

 

A new benchmark model for estimating expected stock returns, Oxford University Press blog

 

Battle of new factor models, by Larry Swedroe, ETF.com

 

Passive investing’s foundations, by Larry Swedroe, ETF.com

 

Applications of quantitative investment models in asset management (量化投资模型在资产管理中的策略与应用), in Chinese, 陆想汇, 雪球

 

Lu Zhang: The q-factor model can be used in quantitative investment management (张橹: q-因子模型可用于量化投资管理), in Chinese, Shanghai Financial News (上海金融报)

 

Improving on Fama-French, by Larry Swedroe, ETF.com

 

Factor investing is more art, and less science, by Wesley Gray, Alpha architect

 

Using profitability as a factor? Perhaps you should think twice…, by Wesley Gray, Alpha architect

 

The academic finance papers that changed my mind, by Wesley Gray, Alpha architect

 

A new four-factor investing model, by Larry Swedroe, BAM Intelligence

 

Is outperforming the market alpha or beta? by Larry Swedroe and Andrew Berkin, The AAII Journal, American Association of Individual Investors

 

Stock anomaly smorgasbord-Wow! by Wesley Gray, Alpha architect

 

Understanding the value premium, by Larry Swedroe, ETF.com

 

Challenge to the Fama French three factor model, Bogleheads.org

 

The expected value premium, CFA Institute Publications

 

Explaining the value premium, Index Fund Advisors

 

The countercyclical value premium? CXO Advisory

 

Is value riskier than growth? Edhec-Risk

 

The value of value, Advisor Perspectives

 

Smart beta: Strategies and implementation, PNC.com

 

Factor investing, tickrz.com

 

Value investing: Timeless reading, ValueWalk.com