The Evidence-Based Investor

There is a broad academic consensus on the best way to invest. Most investors do the opposite.

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Showing 85 pieces of evidence
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Morningstar

December, 1999

Morningstar Ratings and Mutual Fund Performance

Christopher R. Blake & Matthew R. Morey

bond funds

July, 1993

The Performance of Bond Mutual Funds

Christopher Blake, Edwin, Elton & Martin Gruber

diversification

March, 1997

The International Diversification Puzzle Is Worse Than You Think

Marianne Baxter & Urban J. Jermann

small companies

June, 2002

Are the Best Small Companies the Best Investments?

Scott Bauman, Mitchell Conover & Don Cox

active trading

April, 2000

Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors

Brad Barber & Terrance Odean

long-maturity

September, 1987

The Information in Long-Maturity Forward Rates

Eugene F. Fama & Robert R. Bliss

expected returns

June, 1992

The Cross Section of Expected Stock Returns

Eugene Fama & Kenneth French

arithmetic

February, 1991

The Arithmetic of Business Management

William F. Sharpe

asset pricing

September, 1973

An Intertemporal Capital Asset Pricing Model

Robert C. Merton

stock prices

February, 1969

The Adjustment of Stock Prices to New Information

Eugene F. Fama, Lawrence Fisher, Michael C. Jensen & Richard Roll

beta

value

May, 2005

Bad Beta, Good Beta

John Y. Campbell & Tuomo Vuolteenaho

stock prices

April, 1965

Proof That Properly Anticipated Prices Fluctuate Randomly

Paul A. Samuelson

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