Research links: triggered online
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 white papers including 'Everything Everywhere All at Once: Conglomerates and the Disappearing Diversification Discount.' (bpsandpieces.com)
- A round-up of recent academic research including 'Voice Beyond Words: Evidence That Managerial Tone Predicts Returns When Text Does Not.' (alphainacademia.substack.com)
Quant stuff
- A lot of anomalies break down after figuring in trading costs. (fa-mag.com)
- Does the stock-bond correlation really matter? (returnstacked.com)
- When the Sharpe ratio breaks down. (alphaarchitect.com)
Behavior
- Why are there so few women CEOs? (ft.com)
- How vulnerable are VCs to fraud? (nber.org)
- Another reason to stay off social media. (klementoninvesting.substack.com)
Research
- How much of long term equity returns do investors actually keep? (covestreetcapital.com)
- Concentration, by itself, is not a risk. (elmwealth.com)
- History shows that trend following works. (optimalmomentum.com)
- Do commodities have a risk premium? (dampedspring101.substack.com)
- A look at the term structure of corporate bond risk premia. (libertystreeteconomics.newyorkfed.org)
- How predictable are portfolio manager decisions? (nber.org)
- Should Mom have private equity in her 401(k)? (papers.ssrn.com)
- How to engineer better investment outcomes. (polymathinvestor.com)
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