The size effect is alive and well, but it's more nuanced than we once thought. Rather than viewing it as a simple "small beats large" phenomenon, we should understand size as a critical dimension that shapes how effectively other investment factors perform. Where Factors Speak Loudest: Why Size Matters in Factor Investing was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.| Alpha Architect
Can machine learning techniques improve the prediction of cross-sectional factor returns in equity markets? Can Machine Learning Predict Factor Returns? was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.| Alpha Architect
Stocks rose for the sixth consecutive month in September, the longest positive run in four years, on investor expectations that falling US interest rates and sustained economic growth will help corporate earnings.| STOXX