Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at what happens when a stock is at or near its 52-week high.

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Quote of the Day

“Step one in dealing with the replication crisis in finance is to accept that there is a crisis. And right now, many of my colleagues are not there yet.”

(Campbell Harvey)

Chart of the Day

An estimate on how much more would 50-year Treasury bonds yield over 30-year bonds.

(frbsf.org)

Quant stuff

Changing assumptions

Factors

Forex

Research

More Posts This Week

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