Research links: data exploration
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
Round-ups
- A round-up of recent research on prediciton markets including 'How Wise is the Crowd? Bias and Edge in Prediction Markets.' (capitalspectator.com)
- A round-up of recent academic research including 'Getting the Target Right in Return Prediction.' (alphainacademia.substack.com)
AI
- Are LLMs making markets more efficient? Apparently... (mrzepczynski.blogspot.com)
- What areas of the country are most at risk to AI disruption? (jakeprokopets.substack.com)
- On the dangers of turning too much over to AI models. (rpc.cfainstitute.org)
Work
- Why CEOs are getting older. (papers.ssrn.com)
- How picking an occupation in decline affects lifetime earnings. (papers.ssrn.com)
- How employees track their own company's financial performance. (papers.ssrn.com)
Research
- Revisiting momentum strategies that drop the last month of performance. (alphaarchitect.com)
- When properly measured, news really does matter for stocks. (papers.ssrn.com)
- What happens when companies get added to the S&P 500. (morningstar.com)
- How the bond market has changed managed futures performance. (rcmalternatives.com)
- How optimal trade execution is changing. (rpc.cfainstitute.org)
- Meb Faber talks all things dividends with Samuel Hartzmark, a finance professor at Boston College. (podcasts.apple.com)
- On the paradox of democratizing private assets. (papers.ssrn.com)
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