Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including stop-loss research.
Quote of the Day
"Financial research is highly prone to statistical distortion."
(The Economist)
Research links
- Take note when companies change their earnings release date. (papers.ssrn.com)
- Why low priced stocks, favored by individual investors, underperform. (papers.ssrn.com)
- Beware the hedge fund manager getting married (or divorced). (papers.ssrn.com)
- Institutional (and individual) investors are swayed by media coverage. (etf.com)
- Securities lending income plays a big role in passive investing. (papers.ssrn.com)
- DCF models can go wrong in a number of ways. (aswathdamodaran.blogspot.com)
- The information value of the Chinese stock market. (papers.ssrn.com)
- Do academics have a sense of humor? (alphaarchitect.tumblr.com)
