Research links: heavy investments
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
Data
- We need more, better economic data. (stayathomemacro.substack.com)
- Barry Ritholtz talks with Michelle Leder of Footnoted about finding alpha in SEC filings. (ritholtz.com)
Factors
- Which factors exhibit the most momentum persistence? (mrzepczynski.blogspot.com)
- How factor returns can be affected over the short run. (klementoninvesting.substack.com)
- The problem with style indices. (wealthmanagement.com)
Bias
- Activist investors target female CEOs more often than indicated. (ft.com)
- Why startups founded by spouses are found suspect by potential employees. (papers.ssrn.com)
Behavior
- How structured investment products play on behavioral biases. (larryswedroe.substack.com)
- How adverse childhood experiences affect retirement wealth. (crr.bc.edu)
- How shocking sports outcomes subsequent affect household spending. (papers.ssrn.com)
- How the deportation of parents could affect their children into adulthood. (crr.bc.edu)
Research
- A round-up of recent research including 'The Best Defensive Strategies: Two Centuries of Evidence.' (alphainacademia.substack.com)
- 'Buy the dip' sounds good in theory, less so in practice. (aqr.com)
- Reducing trading costs drops all the way to the bottom line. (mrzepczynski.blogspot.com)
- High short borrowing costs reflect lower returns. (grumpy-economist.com)
- How to distinguish between distressed companies. (fa-mag.com)
- Does private equity really outperform? Kinda, sorta... (larryswedroe.substack.com)
- How leveraged, tax-aware long–short strategies can be used to reduce concentrated positions. (fa-mag.com)
- Perceived trust matters when people select among different funds. (papers.ssrn.com)
- Some century bond, bond math. (ft.com)
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