Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at how long stocks can underperform inflation.
Quote of the Day
"If we’re going to fall for something so blatantly and obviously absurd, think about all the ways that you're falling for more subtle versions of this every day."
(Annie Duke)
Insiders
- Corporate insiders are playing games with how they are reporting their stock sales. (bloomberg.com)
- How corporate insiders get away with insider trading while following the rules. (papers.ssrn.com)
Corporate finance
- How inclusion in a benchmark can affect subsequent corporate investment. (papers.ssrn.com)
- Nobody wants to talk about diversity on conference calls any more. (sherwood.news)
Monetary policy
- Better monetary policy is making for more predictable currency rates. (papers.ssrn.com)
- A rave review for Alan Blinder's "A Monetary and Fiscal History of the United States 1961-2021." (mrzepczynski.blogspot.com)
Research
- What mixes well with trend following? (mrzepczynski.blogspot.com)
- Why not build portfolios with semi-volatility in mind? (papers.ssrn.com)
- A lot of disagreements over stocks are about time horizon. (papers.ssrn.com)
- Options trading involves a lot of slippage. (papers.ssrn.com)
- What do traditional risk factors say about crypto prices? (papers.ssrn.com)
- Less attractive people game more. (sherwood.news)
