by Andrew Baber | Apr 20, 2022 | Hatchings
Hatchings APRIL 2022 – ISSUE 3 Measuring ESG: how a quant approach is unveiling actionable insights Here’s a surprise: the more times a board of directors meets, the more likely a company will underperform. It’s a counterintuitive finding from the quantitative...
by Andrew Baber | Mar 25, 2022 | Hatchings
Hatchings MARCH 2022 – ISSUE 2 Short term pain for long term gain:lessons from James Hardie “We terminated Jack Truong as the CEO of James Hardie. The termination of employment is immediate with immediate effect. After extensive due diligence, the board...
by Andrew Baber | Feb 20, 2022 | Hatchings
Hatchings FEBRUARY 2022 – ISSUE 1 Why growth stocks still have plenty of life Growth versus value stocks. It’s a time-worn conundrum for investors. During the past two decades, as central governments tamed inflation, growth stocks have outperformed value...
by Andrew Baber | Oct 21, 2019 | Academic Research
Academic Research Trend salience, investor behaviours and momentum profitability Academic Research | 29 October 2019 There is strong empirical evidence that investors have tendencies to extrapolate trends in time-series data. However, not all trends are extrapolated....
by Andrew Baber | Aug 21, 2019 | Academic Research
Academic Research Return dispersion and conditional momentum returns: International evidence Academic Research | 29 October 2019 Momentum is a pervasive anomaly with high expected returns. However, momentum strategies experience infrequent but large drawdowns. This...
