Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at why return capture ratios are overrated.
online pharmacy buy celexa no prescription with best prices today in the USA
Quote of the Day
"We find that stocks that are likely held by retail investors have significantly higher liquidity and lower price-crash risk during the COVID-19 pandemic."
(Felix Hüfner and Jan-Oliver Strych)
Quant stuff
- A Q&A with Phil Huber author of the new book "The Allocator's Edge." (abnormalreturns.com)
- How JP Morgan Asset Management ($JPM) is using ML models. (institutionalinvestor.com)
- Recency bias shows up in sports betting as well as in markets. (evidenceinvestor.com)
Research
- Hedge fund alpha has disappeared. (evidenceinvestor.com)
- Have low interest rates helped cement the position of industry leaders? (klementoninvesting.substack.com)
- Do investors undervalue strong company brands? (alphaarchitect.com)
- Why building ESG-tilted portfolios doesn't cost more. (papers.ssrn.com)
- Who owns tobacco stocks, and why? (evidenceinvestor.com)
- Are insider shares that are not sold informative? (papers.ssrn.com)
