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Prices

Oct 05 2018

Investor Temperament And The “Tape”

  • Oct 5, 2018

In the first week of October, the share of newsletter bulls topped 61% just as the NYSE percentage slid to 41%. Maybe it’s a seasonal thing… the last time that happened was October 2007.

Aug 31 2018

Watching Prices And New Orders

  • Aug 31, 2018

Trying to monitor the dozen or so regional purchasing-managers’ surveys released prior to the monthly national report  invites a perpetual case of whiplash...

Aug 05 2017

Too Calm For Comfort?

  • Aug 5, 2017

Is stock market volatility so low that it’s a bad thing? For volatility sellers, the answer is an unequivocal yes. But for stock market investors, the answer isn’t so clear.

Dec 07 2016

Calendar Effect On Earnings-Release Day Price Movement

  • Dec 7, 2016

Earnings season is not only important for fundamental investors, it can be equally so for quant managers. For quants that incorporate fundamental data, like us, historical trends and changes in consensus estimates may weigh heavily on model output.

Nov 05 2016

Earnings-Release Price Movement Among Sectors/Industries

  • Nov 5, 2016

Earnings season is not only important for fundamental investors, it can be equally so for quant managers. For quants that incorporate fundamental data, like us, historical trends and changes in consensus estimates may weigh heavily on model output.

Oct 07 2016

Guidance & Price Movement On Earnings-Release Day

  • Oct 7, 2016

We study the effect of company guidance on ER-day price volatility. Do companies issuing more frequent and detailed guidance help to prevent big surprises on ER day?

Sep 08 2016

Puzzling Trend Of Earnings Release Price Impact

  • Sep 8, 2016

The ER price impact has shifted higher post 2008-2009 financial crisis, and the movement has been more pronounced in the Small Cap universe. A look at analyst coverage and accuracy of estimates.

Sep 08 2016

In The Volatility “Sweet Spot”

  • Sep 8, 2016

Market anxieties have inched up over the last several weeks despite the proximity of all major indexes to cycle highs. The MTI’s Attitudinal category has improved by about 70 points in the past few weeks, and we sense more worry than usual over potential for turmoil in the seasonally-weak months of September and October.

Jul 08 2014

Confidence & Stock Prices

  • Jul 8, 2014

We’re still bullish, but nonetheless feel a duty to take issue with some of the popular story-lines that have attended the past two years’ rising prices.