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Research links: arbitraged away

December 29, 2020

Research links: arbitraged away

December 29, 2020

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at whether the ‘year end rally’ is still a thing.

Quote of the Day

"Things that are easy to stick with are also easy to arbitrage away."

(Cliff Asness)

Research

  • November 9th was a reminder that momentum reversals are often swift and significant. (alphaarchitect.com)
    TweetPocketInstapaper
  • The new Mauboussin and Callahan piece on valuing companies using a real option methodology. (morganstanley.com)
    TweetPocketInstapaper
  • Has the window of opportunity for endowment funds to add value in alternatives now over? (evidenceinvestor.com)
    TweetPocketInstapaper
  • Academic finance has a 'file drawer problem' and it seems to be getting worse. (alphaarchitect.com)
    TweetPocketInstapaper
  • Research shows inexperienced investors have a tendency to turn to social media for stock picks. (alphaarchitect.com)
    TweetPocketInstapaper
  • Why the end of Quantopian was inevitable. (msn.com)
    TweetPocketInstapaper

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More Posts This Week

Monday links: the biggest ETF story
Tuesday links: a disproven theory

For disclosure information please visit: https://ritholtzwealth.com/blog-disclosures/

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Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

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