Wednesday, April 27, 2011

Does beta predict returns?

Fama and French answer the age old question: do high beta stocks outperform low beta stocks?   Their answer is yes, but not by as much as they should.
at
Labels: ,

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)

What's going on with inflation?

I recently posted an article on the Poole College Thought Leadership page titled: " What's going on with inflation?" .  This w...

  • Twitter predicting the stock market? I doubt it.
    A recent paper by some computer science folks at Indiana finds that the mood on twitter can predict movements in the Dow Jones Industrial A...
  • Arca ECN
    It's not often that you can see a financial market in action in real time. Check out the Arca ECN . (Be sure to click on the java book...
  • What's going on with inflation?
    I recently posted an article on the Poole College Thought Leadership page titled: " What's going on with inflation?" .  This w...