Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at the disappearing index effect.
Quote of the Day
"Quant rules can hardwire good behavior."
(Mark Rzepczynski)
Quant stuff
- The problem with most factor investing research. (mathinvestor.org)
- Markets evolve after anomalies are identified. (priceactionlab.com)
- A review of January's best white papers including 'Should quantitative investors embrace machine learning techniques?' (bpsandpieces.com)
Resources
- A unconventional guide to the best quant websites. (blog.quantinsti.com)
- The best free (and paid) stock research tools. (thebearcave.substack.com)
Private equity
- Pensions with a willingness to take risk and preferred access profit most from private equity. (papers.ssrn.com)
- What the market for private equity CEOs look like. (papers.ssrn.com)
ETFs
- How ETF ownership affects seasoned equity offerings. (papers.ssrn.com)
- Can you use ETFs to avoid insider trading restrictions? (papers.ssrn.com)
Research
- Institutional investors confuse investment policy and investment strategy. (papers.ssrn.com)
- Why dividend screens are outweighed by the influence of factors. (alphaarchitect.com)
- Joachim Klement, "Conglomerates are particularly vulnerable to overstated earnings growth." (klementoninvesting.substack.com)
- More evidence that retail traders are noise traders. (papers.ssrn.com)
- How decision attribution analysis works. (blogs.cfainstitute.org)
- Why does momentum work? (blog.validea.com)
