Research links: implementation shortfalls
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can chec.....»»
Research links: disentangling risk
Tuesdays are all about academic (and.....»»
Research links: a flawed assumption
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... BehaviorTrading on a smartphones seems to have a dis-inhibiting effect. (papers.ssrn.com)Preservation.....»»
Research links: superior models
Tuesdays are all about aca.....»»
Research links: proceeding with extreme caution
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links in.....»»
Research links: the risky shift effect
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... QuotesMeb Faber, "Most of the excess returns from the best performing stock periods have come from .....»»
Research links: extrapolating fundamentals
Tuesdays are al.....»»
Research links: arbitraged away
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ResearchNovember 9th was a reminder that momentum reversals are often swift and significa.....»»
Research links: stinky stocks
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look .....»»
Research links: multi-factor time frames
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... .....»»
Research links: counting cards
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... FactorsIf you want to be a value investor moving forward y.....»»
Research links: mean reverting value
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ValueBy just about any measure value stocks are historically cheap relative t.....»»
Research links: future small value returns
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look.....»»
Research links: preannounced trades
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... .....»»
Research links: realized volatility
Tuesdays are all about academic (and practitioner) litera.....»»
Research links: post-publication performance
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns.....»»
Research links: an implicit assumption
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... QuantWinton Capital's returns demonstrate it is no longer a trend-.....»»
Research links: probabilistic mechanisms
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... P.....»»
Research links: unnatural interest rates
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ResearchCorporate bond spreads are now at multi-decade highs. (mailchi.mp)There does not appear to.....»»
Research links: negative cash flows
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Trend and momentumComparing the performance of low vol/momentum portfolios vs. value/momentum comb.....»»
Lam Research may not meet previously provided guidance, which it is withdrawing
Lam Research Corp. said it may not the financial guidance for its fiscal third quarter provided in late January, as the implementation of government orders prevents .....»»