Research links: fewer people covering stocks
Tadas Viskanta
Abnormal Returns
1 day ago
1 MIN READ
Factors
- A look at Berkshire Hathaway’s ($BRK.A) historical performance through a factor lens. (sparklinecapital.com)
- Some additional support for the momentum effect. (klementoninvesting.substack.com)
- A look at the low volatility factor. (papers.ssrn.com)
- Return factors are not static. (chicagobooth.edu)
Global
- Checking in on the global weight of the U.S. stock market. (papers.ssrn.com)
- Japanese companies are boosting their shareholder yield. (mailchi.mp)
- Another way that China’s stock market is different than other markets. (ft.com)
Quant stuff
- CFA vs. CFP? (awealthofcommonsense.com)
- Are your results due to skill or luck? (robotwealth.com)
- A look at 60 years of research from the CFA Institute Research Foundation. (rpc.cfainstitute.org)
Research
- Mojo, “Every investor faces the same choice: consciously develop your process or unconsciously follow someone else’s. There’s no third option.” (mojo3324106.substack.com)
- Most people don’t understand how leveraged and inverse ETFs work. (larryswedroe.substack.com)
- There is a lot going on in the last few minutes of trading. (alphaarchitect.com)
- How long-short direct indexing can boost tax alpha. (freccom.blog)
- A look at the number of stocks in a portfolio debate. (alphaarchitect.com)
- It’s difficult to measure the illiquidity premium, here’s a take. (ft.com)
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