Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at maximum drawdowns as an indicator.
Chart of the Day
How to replicate venture capital returns with public securities.
Behavior
- Lottery seeking behavior is pretty much everywhere. (papers.ssrn.com)
- How mood, including SAD, affects decision making. (investmentnews.com)
- MBA career choices follow trends. (mailchi.mp)
- Death increases the sales of published authors. (papers.ssrn.com)
The Fed
- Is the Treasury market becoming more fragile? (libertystreeteconomics.newyorkfed.org)
- Fed officials don't generate alpha in their own portfolios. (papers.ssrn.com)
Research
- The key to long term stock success: earnings growth. (papers.ssrn.com)
- Is the momentum factor just factor momentum? (alphaarchitect.com)
- How to replicate venture capital returns with public securities. (sparklinecapital.com)
- Do the markets undervalue branding? (alphaarchitect.com)
- How do ESG ratings compare across data providers? (alphaarchitect.com)
- Expense ratio is not the only consideration when choosing between like index funds. (evidenceinvestor.com)
