Research links: the index rebalancing trade
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
AI
- AI referees can distinguish between AI slop and actual research papers. (papers.ssrn.com)
- HFT requires a lot of compute. Dwarkesh goes backstage at a Jane Street data center. (youtube.com)
Research
- The index rebalancing trade isn't what it used to be (economist.com)
- A closer look at a 'lazy man's momentum strategy.' (klementoninvesting.substack.com)
- Research shows Morningstar's 'Mind the Gap' study overstates investor losses. (rpc.cfainstitute.org)
- Does the use of leverage in private equity earn a return premium? (pm-research.com)
- Why company news seems to move in the same direction. (klementoninvesting.substack.com)
- What factors go into making a star sell-side analyst? (papers.ssrn.com)
- Five insights from "What Are the Odds?: A Statistical Guide to Certainty in an Uncertain World" by Mark Prell. (nextbigideaclub.com)
Share
What's Your Reaction?
Like
0
Dislike
0
Love
0
Funny
0
Angry
0
Sad
0
Wow
0
