Research links: overestimating success
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
- Why multi-strategy hedge funds are so keen to capture trades from smaller rivals. (bloomberg.com)
- A round-up of recent academic research including 'The Signal beneath the Calm: Benford's Law and the Latent Fragility of Liquidity-Driven Financial Markets.' (alphainacademia.com)
- Joe Weisenthal and Tracy Alloway talk soccer analytics with Mike Treacy and Joris Bekkers and the parallels to finance. (podcasts.apple.com)
- Why people take note of odd numbers. (klementoninvesting.substack.com)
Personal finance.
- What moves the needle on financial wellness scores. (papers.ssrn.com)
- Some signs that Auto-IRAs are a good thing. (papers.ssrn.com)
- Social Security allowed for geographic mobility of younger generations. (papers.ssrn.com)
Research
- Not surprisingly, being short the stock market over the past decade has been a losing proposition. (morningstar.com)
- How a globally diversified portfolio may not be all that diversified. (rpc.cfainstitute.org)
- Why post-earnings announcement drift persists. (alphaarchitect.com)
- Why you can't extrapolate PE returns into the future. (ludovicphalippou.substack.com)
- How a corporate rebranding can wipe the slate clean. (papers.ssrn.com)
- Should heat be a priced risk? (rpc.cfainstitute.org)
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