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Academia | OliverInc


This collection of papers is aggregated to add some muscle to our investment philosophies. Many concepts that we take for granted have been proven by academics and are worth understanding.
Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock ReturnsNovember 2014Kalle Rinne, Matti Suominen, and Lauri Vaittinen
The Pre-FOMC Announcement DriftSeptember 2011
David O. Lucca
Emanuel Moench
Path-Dependence Properties of Leveraged ETFsSeptember 2010
Jian Zhang
Are Insider Trades Informative?July 1998Josef Lakonishok, Inmoo Lee
A Model of Investor SentimentFebruary 1997Nicholas Barberis, Andrei Shleifer, Robert W. Vishny
Contrarian Investment, Extrapolation and RiskMay 1993Josef Lakonishok, Robert W. Vishny, Andrei Shleifer
Hedge Funds versus Mutual Funds (2): An Examination of Multialternative Mutual FundsOctober 2014David McCarthy
Strategic News Releases in Equity Vesting MonthsSeptember 2014Alex Edmans, Luis Goncalves-Pinto, Yanbo Wang, and Moqi Xu
Can Large Pension Funds Beat the Market?October 2012Aleksandar Andonov, Rob Bauer, and Martijn Cremers
Revisiting ‘Stylized Facts’ About Hedge FundsMarch 2012Juha Joenvaara, Robert Kosowski, and Pekka Tolonen
Exploiting Closed-End Fund DiscountsJuly 2014Dilip K. Patro, Louis R Piccotti, and Yangru Wu
What to Look for in a BacktestAugust 2013Marcos Lopez de Prado
The Economic Way Of Looking At LifeDecember 1992Gary S. Becker
Financial Bloggers and Information Asymmetries in the Stock MarketApril 2013Gregory D. Saxton, Ashley E. Anker
The Incredible Shrinking 'Realized' Equity Risk PremiumApril 2014Claude B. Erb
Stock Picking Skills of SEC EmployeesFebruary 2014Shivaram Rajgopal and Roger M. White
The Cost of Capital for Alternative InvestmentsMay 2013Jakub W. Jurek and Erik Stafford
Emerging Equity Markets in a Globalizing WorldMay 2014Geert Bekaert and Campbell R. Harvey
Active OwnershipAugust 2014Elroy Dimson, Oğuzhan Karakaş, and Xi Li
The Value of ControlJune 2005Aswath Damodaran

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More than a library of investing resources.