Research links: biased assumptions
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
Quant stuff
- A round-up of recent academic research including ' Options Trading Strategy in Earnings Season.' (alphainacademia.com)
- A new monograph "The Active Side of Indexing" by Rob Arnott and Lillian Wu just dropped. (rpc.cfainstitute.org)
- A review of "Wrong Number: How to Extract Truth from a Blizzard of Quantitative Disinformation" by Aaron Brown. (rpc.cfainstitute.org)
AI
- You can't just let LLMs loose trading your account. (fa-mag.com)
- Don't use LLMs to forecast economic data like inflation. (klementoninvesting.substack.com)
Research
- A quick look at NAAIM exposure data. (quantifiableedges.com)
- How volatility spikes affect momentum strategies. (alphaarchitect.com)
- How investor attention matters. (alphaarchitect.com)
- Why do analysts underreact? (larryswedroe.substack.com)
- Why the boom-bust cycle in financial markets repeats. (finhistory.substack.com)
- Companies should be more wary of corporate spies. (klementoninvesting.substack.com)
- The annuity puzzle is real. (papers.ssrn.com)
Share
What's Your Reaction?
Like
0
Dislike
0
Love
0
Funny
0
Angry
0
Sad
0
Wow
0
