Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at the disappointing performance of short-biased hedge funds.
Equities
- Do stocks always outperform bonds over the long run? (mailchi.mp)
- Stocks are not an inflation hedge over the short term. (institutionalinvestor.com)
Characteristics
- How to identify stocks with lottery-like characteristics. (alphaarchitect.com)
- What type of stocks incorporate information more slowly? (klementoninvesting.substack.com)
- How the financial media affects stock prices and volatility. (papers.ssrn.com)
ETFs
- Why direct indexing trumps ETFs when it comes to tax loss harvesting. (papers.ssrn.com)
- On the performance of religious-themed ETFs. (insights.finominal.com)
Quant stuff
- How managed futures work. (blog.thinknewfound.com)
- How to deal with missing financial data. (quantpedia.com)
- The past month's best white papers including 'Private Equity's Other Illiquidity Premium.' (bpsandpieces.com)
Research
- Low vol is well explained by other factors. (advisorperspectives.com)
- Do REITs actually have inflation-fighting properties? (institutionalinvestor.com)
- How liquidity affects short-term reversals. (papers.ssrn.com)
- Are investor-paid credit ratings superior? More timely for sure... (papers.ssrn.com)
- A study showing how stock prices affect tipping behavior. (fastcompany.com)
