Friday links: hedge fund letdown
- abnormalreturns
- January 8th, 2010
Hedge funds matched broad market averages in 2009. Many are not impressed. (FINalternatives, Clusterstock, DailyFinance, EconomPic Data)
Are earnings estimates too high? (The Pragmatic Capitalist)
More on the evidence that individual investors have reloaded on equities. (Sentiment’s Edge)
High yield bonds continue to outperform their less risky brethren. (Bespoke)
How generous your ETF provider with stock-lending revenue can make a difference in fund returns. (WSJ)
Is a push into mutual funds going to change the way hedge funds do business? (Economist)
Emerging markets as a prime example of the difference between arithmetic and geometric returns. (designing better futures)
Is infrastructure a distinct asset class that can be captured by an ETF? (Random Roger)
Coming soon to China: fair value calculations for equity index futures. (Marketwatch)
Noted short seller Jim Chanos thinks China Inc. is the new Enron. (NYTimes also Clusterstock)
James Altucher thinks Microsoft (MSFT) is a natural buyer of AOL (AOL). (Financial Adviser)
Do big pharmaceutical mergers do anything to accelerate drug development? (Atlantic Business)
The banks just can’t win in a post-TARP world. (Deal Journal)
Is Tim Geithner in trouble? (FT Alphaville, DJ Market Talk, Business Insider)
Should you feel bad by walking away from an underwater mortgage? (NYTimes also Business Insider, Felix Salmon)
What happens when the Fed stops buying mortgage- backed securities? (Calculated Risk)
Bank bonus season is coming. Get ready for the outrage. (24/7 Wall St., Baseline Scenario)
Is the non-farm payrolls number indicative of a double-dip for the economy? (Economix also Calculated Risk, Curious Capitalist, Bespoke, EconomPic Data)
What are we to make of the downward trend in youth labor force participation rates? (macroblog)
Is Iceland the tip of the iceberg for sovereign defaults? (Economist)
Some new quant-oriented blogs. (MarketSci Blog)
Ranking economics bloggers based on their “scholarly impact.” (Blogmetrics via Mankiw Blog)
On the similarities between professional athletes and bankers. In short, both are overpaid. (Baseline Scenario)
Pundits aren’t all that hot in predicting NFL performance. (kottke)
How is the Internet changing the way you think? (Edge via Arts & Letters Daily)
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