Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look some great sites for quants.
- Volatility drag is a real-world phenomenon. (morningstar.com)
- Is the value factor more powerful within or across sectors? (factorresearch.com)
- Industries that private equity enters have a tendency to grow faster. (allaboutalpha.com)
- Periods of misvaluation, i.e. overvaluation, lead to overinvestment. (corpgov.law.harvard.edu)
- How to measure geopolitical risk. (papers.ssrn.com)