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biomaven0

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biomaven0

Re: linhdtu post# 198616

Saturday, 12/26/2015 5:23:50 PM

Saturday, December 26, 2015 5:23:50 PM

Post# of 257302
Paper is here:

http://www.zebracapm.com/files/Ibbotson-Idzorek-Dimensions_of_Popularity-Preprint.pdf

It's fairly intuitive that "popular" stocks are, on average, highly researched and hence fairly priced, while "unpopular" stocks are more likely to be mis-priced.

Further, "unpopular" stocks can become popular, which will usually result in a price increase, while "popular" stocks can only move (if at all) in the opposite direction.

Peter
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