Research links: a whole lot of factors
Tadas Viskanta
Abnormal Returns
1 month ago
1 MIN READ
ETFs
- Passive investing continues to take share. Where is the evidence that it is fundamentally changing the stock market? (on.ft.com)
- ‘Peak ETF’ is nowhere on the horizon, especially overseas. (klementoninvesting.substack.com)
Portfolio construction
- How portfolio diversification works. (caia.org)
- How to use trading volume to optimize portfolio construction. (alphaarchitect.com)
- Regime-based factor allocation. (mrzepczynski.blogspot.com)
Economics
- How ‘ghost jobs’ have messed with the Beveridge Curve. (arxiv.org)
- The gender gap in apologies in work settings is real. (drive.google.com)
Research
- How ‘fear’ affects Treasury yields. (papers.ssrn.com)
- Why have alternatives become so much more popular with public pension funds? (papers.ssrn.com)
- How to mix time frames for trend followers. (mrzepczynski.blogspot.com)
- On the revival of the stock split. (papers.ssrn.com)
- Japanese companies hold a lot of cash. (mailchi.mp)
- The hidden carbon costs of companies quantified. (papers.ssrn.com)
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