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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.....»»
Research links: lagged correlations
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... MomentumHow low vol-momentum portfolios have performed globally. (factorresearch.com)Why combining.....»»
Research links: sticking with the process
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ESGESG and Lo.....»»