Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at what drive equal weighted equity indices.
Quote of the Day
"In short, it appears fee differences have done a good job of predicting bond funds’ future relative performance, with cheaper funds consistently outdoing costlier funds."
(Jeff Ptak)
Gold
Trading
- WFH traders show a lower likelihood of misconduct. (papers.ssrn.com)
- What can we learn from the meme stock phenomenon? (papers.ssrn.com)
Hedge funds
- An overview of the benefits of a multi-strategy corporate arbitrage strategy. (aqr.com)
- How should investors rate hedge fund performance? (mrzepczynski.blogspot.com)
Economics
- How does the stock market do when the Fed is on pause? (systematicindividualinvestor.com)
- Does economic trend add value over and above price trend? (aqr.com)
Research
- Christopher Schelling, "Turning a descriptive asset allocation framework into a proscriptive decision-making process ensures the constantly adapting and evolving world of alternatives will leave you further behind the first adopters, who often capture much of the alpha." (institutionalinvestor.com)
- Why trend following in equity markets can be challenging. (insights.finominal.com)
- How intangible asset intensity serves as a measure of quality. (papers.ssrn.com)
- Buy-and-hold forever doesn't work out very well. (morningstar.com)
- When companies have to disclose bad news, they often release unrelated news to help muddy the waters. (publications.aaahq.org)
