There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...
Over the long run, 55% of US stocks underperformed US Treasury Bill returns, meaning that more than half of individual stocks did worse than the safest government-backed investments. While traditional ...
For months now, bitcoin has followed a frustratingly familiar pattern for the bulls: seemingly over-correlated with the Nasdaq 100 when that stock gauge headed lower, but losing nearly all correlation ...