Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at how to identify companies that will benefit from AI adoption.
Quote of the Day
"Valuing the equity of a public company is a bold exercise."
(Michael J. Mauboussin and Dan Callahan)
Quant stuff
- Quant investing is all about combating behavioral biases. (mrzepczynski.blogspot.com)
- A round-up of the past month's best research papers including 'Before Index Funds: How Much of the Market Return Could Investors Have Got?' (bpsandpieces.com)
Global
- Two trends that could help unlock value in Japan's stock market. (mailchi.mp)
- A review of country risk premia from Aswath Damodaran. (aswathdamodaran.blogspot.com)
Research
- Running regressions is easy. Reading the results not so much. (alphaarchitect.com)
- Corporate wealth creation is skewed: two ways to invest. (morganstanley.com)
- How do investors react to the fees on actively managed funds? (institutionalinvestor.com)
- Do circuit breakers do what they are supposed to? (marginalrevolution.com)
- How investor sentiment plays with credit downgrades. (papers.ssrn.com)
- How a founder's social media use affects venture capital funding. (alphaarchitect.com)
