Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look the importance of the limits of arbitrage on asset pricing.
Research links
- Inclusion in a REIT index changes a stock's liquidity. (papers.ssrn.com)
- The case for a short $VIX position. (econompicdata.blogspot.com)
- Published research affects future results. (etf.com)
- Why you should discount DCF models. (clsbluesky.law.columbia.edu)
- Does short interest info on ETFs have any value? (citywireusa.com)
- How to turn an engineer into a quant. (blog.alphaarchitect.com)
- We humans have a tendency to think that low stock prices imply higher returns. (etf.com)
- Technology has reduce the opportunity to diversify across borders and asset classes. (papers.ssrn.com)
- The math for economics is rigorous but may be inappropriate. (financial-math.org)
