Research and Writings

In their paper “Momentum Crashes”,┬áKent Daniel and┬áTobias J. Moskowitz set out to build a better momentum strategy. After reviewing the research on momentum strategies for equities of…

Read more

There has been tons of research as to the existence of true skill among mutual fund managers. Often researchers will look at advanced statistics and in depth…

Read more

We all see what happens to the companies that supply Apple with components the moment Apple’s newest product is opened up and it’s guts are cataloged, delight…

Read more

It seems like a relatively straightforward idea that statements by a firms management would contain information outside of what the firms financials say. Now, while reading up…

Read more

Welcome to the new Greyfox Investors blog. Our goal here is to provide periodic market updates, independent equity and strategy research, reviews of new and novel research…

Read more

65/65