Try These New Flavors of Actively-Managed ESG ETFs
Justin Kuepper
|
We'll examine two recently launched actively-managed ESG ETFs offering a unique spin on...
Taken together, these factors suggest that investors may be unwilling to trade against the overpricing of skewed securities. This allows the anomaly to persist. The theory is supported by evidence that has found the “lottery effect” is strongest in stocks for which arbitrage trades may be relatively costly.
The authors concluded that while the three Fama-French factors (beta, size and value) cannot explain the low average returns of high-distress stocks, a high probability of earning jackpot returns can. They also demonstrated that their findings were statistically significant.
Receive email updates about best performers, news, CE accredited webcasts and more.
Justin Kuepper
|
We'll examine two recently launched actively-managed ESG ETFs offering a unique spin on...
News
Justin Kuepper
|
The S&P 500 index posted a respectable year-to-date increase of approximately 5.3%, but...
Aaron Levitt
|
For fixed income investors, using covered calls on their stock sleeve has the...
Mutual Fund Education
Justin Kuepper
|
Let's take a closer look at how ESG investments have outperformed during the...
Mutual Fund Education
Daniel Cross
|
While CITs and mutual funds share many similarities, there are some key differences...
Mutual Fund Education
Sam Bourgi
|
The phrase ‘bear market’ has been thrown around a lot lately, but it...
Taken together, these factors suggest that investors may be unwilling to trade against the overpricing of skewed securities. This allows the anomaly to persist. The theory is supported by evidence that has found the “lottery effect” is strongest in stocks for which arbitrage trades may be relatively costly.
The authors concluded that while the three Fama-French factors (beta, size and value) cannot explain the low average returns of high-distress stocks, a high probability of earning jackpot returns can. They also demonstrated that their findings were statistically significant.
Receive email updates about best performers, news, CE accredited webcasts and more.
Justin Kuepper
|
We'll examine two recently launched actively-managed ESG ETFs offering a unique spin on...
News
Justin Kuepper
|
The S&P 500 index posted a respectable year-to-date increase of approximately 5.3%, but...
Aaron Levitt
|
For fixed income investors, using covered calls on their stock sleeve has the...
Mutual Fund Education
Justin Kuepper
|
Let's take a closer look at how ESG investments have outperformed during the...
Mutual Fund Education
Daniel Cross
|
While CITs and mutual funds share many similarities, there are some key differences...
Mutual Fund Education
Sam Bourgi
|
The phrase ‘bear market’ has been thrown around a lot lately, but it...