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The "Valuing Research" series includes summaries of recent academic papers with both theoretical and practical implications for the greater value investing community.
Piotroski, Joseph D., and Eric C. So., 2012, Identifying expectation errors in value/glamour strategies: A fundamental analysis approach, Review of Financial Studies 25, 2841-2875.
Asness, Clifford S., Tobias J. Moskowitz, and Lasse Heje Pedersen, 2013, Value and momentum everywhere, Journal of Finance 68, 929-985.
Cohen, Lauren, and Dong Lou, 2012, Complicated firms, Journal of Financial Economics 104, 383-400.
Download the Summary (PDF, 145 KB)
Cohen, Lauren, Karl Diether, and Christopher Malloy, 2013, Misvaluing innovation, Review of Financial Studies 25, 2841-2875.
Cohen, Lauren, and Andrea Frazzini, 2008, Economic links and predictable returns, Journal of Finance 63, 1977-2011.
Download the Summary (PDF, 262 KB)
DellaVigna, Stefano, and Joshua M. Pollet, 2007, Demographics and Industry Returns, American Economic Review 97(5), 1667-1702.
Download the Summary (PDF, 225 KB)
Franzzini, Andrea, David Kabiller, and Lasse Heje Pedersen, 2013, Buffett's Alpha, New York University working paper.
Download the Summary (PDF, 64 KB)
Greenwood, Robin, and Samuel G. Hanson, 2012, Share Issuance and Factor Timing, Journal of Finance 67, 761-798.
Fang, Lily, and Joel Peress, 2009, Media Coverage and the Cross-section of Stock Returns, Journal of Finance 64, 2023-2052.
Campbell, John Y., Jens Hilscher, and Jan Szilagyi, 2008, In Search of Distress Risk, Journal of Finance 63, 2899-2939.
Anton, Miguel, and Christopher Polk, 2014, Connected Stocks, Journal of Finance 69, 1099-1127.
Lucca, David O., and Emanuel Moench, 2013, The Pre-FOMC Announcement Drift, Journal of Finance Forthcoming.
Cooper, Michael J., Huseyin Gulen, and Michael J. Schill, 2008, Asset Growth and the Cross-Section of Stock Returns, Journal of Finance 63, 1609-1651.
Hirshleifer, David, Sonya Seongyeon Lim, and Siew Hong Teoh, 2009, Driven to Distraction: Extraneous Events and Underreaction to Earnings News, Journal of Finance 64, 2289-2325.
Hanson, Samuel G., and Adi Sunderam, 2014, The Growth and Limits of Arbitrage: Evidence from Short Interest, Review of Financial Studies 27, 1238-1286.