8 Apr 2015

Are Markets Getting More Volatile?

I’ve had the feeling recently that stocks were more volatile than usual.  As funny as this may sound, I don’t trust my own gut at all.  Despite its size, my gut is no better than anyone else’s at creating hunches that are worth a darn, so I turn to data frequently. To address my intuition, I did a quick check of the average volatility for the first quarter compared to… Read More

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7 Apr 2015

A Small Cap Primer

In recent weeks, I’ve written about the various risk premiums that have been found in academia that both explain returns and offer some hope of beating the market. Each time, I wished that I could link back to an article that explains the concept more fully, so today, I am going to write the first of a series of articles explaining the well-known risk premiums. First up is the size… Read More

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