Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the importance of good succession planning.
Chart of the Day
Bear markets are epitomized by volatility, both up and down.
- Single factor strategies come with a whole host of unintended consequences. (alphaarchitect.com)
- There is a problem with using CAPM betas . (falkenblog.blogspot.com)
- A round-up of recent research on risk premia. (capitalspectator.com)
- Insider purchases are more informative than insider sales. (evidenceinvestor.com)
- Not all ESG funds are truly committed. (papers.ssrn.com)
- Why do CEOs agree to go on podcasts? (papers.ssrn.com)
- Gambling seems to increase during recessions. (papers.ssrn.com)
- The economics profession has a diversity problem. (hbr.org)