Mathijs van Dijk, 24 February 2017

The stocks of small companies tend to have higher returns than stocks of small companies. In this video, Mathijs van Dijk discusses his research on the size effect.This video was recorded at the Brevan Howard Centre for Financial Analysis in December 2016.

Alan Moreira, 15 February 2017

Investors tend to sell when markets get scared. In this video, Alan Moreira explains that other strategies can overperform the classical strategy. This video was recorded at the Brevan Howard Centre in December 2016.

Söhnke Bartram, 11 January 2017

Anomalies have returns above risk factors. In this video, Söhnke Bartram discusses three reasons why anomalies exist, and their implications. This video was recorded at the Brevan Howard Center for Financial Analysis in December 2016.

Ross Levine, Chen Lin, 02 July 2015

Labour market regulations have important implications for both the incidence of cross-border acquisitions, and the outcomes for acquiring firms. This column explores how variations in labour regulations between countries affect cross-border acquisitions and subsequent firm performance. For a sample of 50 countries, firms are found to enjoy larger returns when they acquire a target in a country with weaker labour regulations than the acquirer’s home country.

Kathryn Graddy, 04 January 2008

The market for unusual assets has grown in recent years. Here is a column that reviews the evidence on the market for violins, showing that they have provided a relatively stable return, with low, and in some cases negative, correlation to other assets.

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