Research links: behavioral inefficiencies
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
Hedge funds
- How (successful) hedge funds generate alpha. (rupakghose.substack.com)
- Don't let the name fool you, most hedge funds don't hedge. (mrzepczynski.blogspot.com)
Research
- Narratives matter in financial markets. (larryswedroe.substack.com)
- A framework for understanding market inefficiency. (morganstanley.com)
- How much of past factor returns is due to valuation changes? (alphaarchitect.com)
- How to implement a momentum strategy. (fa-mag.com)
- Using ML to measure and quantify company quality. (papers.ssrn.com)
- How to quantify the impact of extreme weather events. (papers.ssrn.com)
- A round-up of recent academic research including 'R&D Alpha: Investment Intensity and Long-Term Stock Returns.' (alphainacademia.substack.com)
- Where do billionaires come from? Institutions matter. (papers.ssrn.com)
- Why you need to learn to ask better questions. (byfire.substack.com)
- You gotta love a good spurious correlation. (kottke.org)
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