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Research links: shifting indices

March 21, 2023

Research links: shifting indices

March 21, 2023

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at what role auditors play in sussing out financial fraud.

Quote of the Day

"The stock index of today is not the same as the index 10 years ago or 20 years ago."

(Mark Rzepczynski)

Chart of the Day

Just how big a hit did managed futures take last week? (chart via @ycharts)

(priceactionlab.com)

Research

  • How should quants take into account intangible assets when measuring the value factor? (alphaarchitect.com)
    TweetPocketInstapaper
  • Why use a single set of ESG ratings when you can combine multiple sets. (papers.ssrn.com)
    TweetPocketInstapaper
  • The case for equal weighted ETFs. (citywire.com)
    TweetPocketInstapaper
  • What happens when you substitute merger arbitrage for high yield in a portfolio. (mailchi.mp)
    TweetPocketInstapaper
  • Is it insider trading if executives trade stock in competitors? (propublica.org)
    TweetPocketInstapaper
  • Research shows the best traders look farther ahead. (klementoninvesting.substack.com)
    TweetPocketInstapaper

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More Posts This Week

Monday links: suffering the consequences
Tuesday links: risky office buildings

For disclosure information please visit: https://ritholtzwealth.com/blog-disclosures/

Please see the Terms & Conditions page for a full disclaimer.

Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

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