Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how stock ownership makes for more loyal customers.
Quote of the Day
"The key advantage of systematic investing is hard-wiring good behavior."
(Mark Rzepczynski)
Chart of the Day
A new measure of corporate bond market distress.
Research
- Why you should be wary of facile comparisons of total returns among asset classes. (priceactionlab.com)
- There are a number of ways to combine factors in a portfolio: here's one way. (blog.validea.com)
- Companies time the release of (good) information around CEO conference appearances. (klementoninvesting.substack.com)
- Crowdsourcing doesn't work when it comes to stock ideas. (alphaarchitect.com)
- Do private equity investors add value on the operational side? Nope. (papers.ssrn.com)
- A round-up of the best white papers from February including "Does seasonality impact Bitcoin returns?" (bpsandpieces.com)
