At Abnormal Returns we are always interested in new research on seasonal investing factors, even those that show them to be outdated.

CXO Advisory points to a new research paper that refutes the “Halloween Indicator” based on US data. In short the research shows that this seasonal phenomenon may be due solely to superior January performance.

Alistair Barr in the Wall Street Journal on the seemingly lack of performance fee arrangements in the world of mutual fund management.

Chet Currier at Bloomberg.com jumps onto the emerging markets equity bubble bandwagon.

Andrew Ferguson at Bloomberg.com on the implications (both good and bad) of an aging populace.

Barry Ritholtz has a graphic showing the lowest short ratio for the Nasdaq 100 Tracking Stock (QQQQ) in the past three years.

Jim Jubak at MSN Money explores the implications of changing Japanese monetary policy.

Timothy Middleton at MSN Money thinks fixed income investors should avoid unnecessary risk at this time, with one exception.

Matthew Hougan at IndexUniverse.com has an interesting wish list for some new ETF products.

In light of the AT&T (T) deal for BellSouth (BLS), James Surowiecki, in the New Yorker, is worried about the risks posed by the loss of network neutrality.

Kate Aurthur in the New York Times on why it has become increasingly risky to get too attached to your favorite television character.

In the weird, but true file, the popular sleep medication Ambien appears to inspire late night snacking.

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