Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at the difference between ‘green’ and ‘brown’ stocks.
Quote of the Day
"Excess return is always about seeking disruptive ways of finding value not used by others."
(Mark Rzepczynski)
Research
- Long maturity TIPS have some weird characteristics. (morningstar.com)
- Firms with a high share of displaceable labor have negative exposure to technology shocks. (alphaarchitect.com)
- Why fixed schedule rebalancing may not be optimal. (wsj.com)
- Are short squeezes at all predictable? (blogs.cfainstitute.org)
- How pervasive is corporate fraud? (link.springer.com)
- How can investors identify management integrity? (intrinsicinvesting.com)
- A round-up of recent white papers including 'The Value Opportunity Updated.' (bpsandpieces.com)
- The problem with point forecasts. (sarem-seitz.com)
