Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at the case for ensemble models.
Quote of the Day
"While the capacity to engage users is a goal for everyone using social media, charlatans tend to gain higher exposure."
(Ricciardelli and Pedram Parhizkari)
Chart of the Day
A higher percentage of Americans own stock than in the past two decades.
Debt
- How do private debt funds perform, post-fees and properly adjusted for risk? (papers.ssrn.com)
- Are 'fallen angels' still an opportunity? (morningstar.com)
Retail
- A look at the performance of Seeking Alpha stock recommendations. (alphaarchitect.com)
- Don't discount the impact of stock market memes. (papers.ssrn.com)
- Retail traders pay attention to analyst revisions. (papers.ssrn.com)
- Social media is filled with finluencers with limited skill. (blogs.cfainstitute.org)
Research
- Macroeconomic announcement days do seem to be different. (mrzepczynski.blogspot.com)
- Global pricing models are a better way forward. (papers.ssrn.com)
- How complex 10-Ks affect analyst forecasts. (papers.ssrn.com)
- How 'good' and 'bad' inflation affect financial markets. (papers.ssrn.com)
- A round-up of research on market analytics including 'Regime-Based Strategic Asset Allocation.' (capitalspectator.com)
