The world is being quietly rearranged by people who write very long documents.


The title they went with The Value of Information: A Puzzle Noisy translates that to

Investors pay 16 times more for market information than it is actually worth


Researchers found a new way to measure how much "superior information" is actually worth to stock traders. It turns out, that value is far less than what investors pay every year to get that information.
The financial industry has long claimed some traders can beat the market with better information. This paper suggests the actual value of that information is tiny compared to the fees charged. This means many investors are paying for something that does not deliver its promised value. It could lead to less spending on market research and active management.
Watch whether asset managers and financial data providers start to adjust their fee structures or marketing claims in response to this kind of research.

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