Research links: the key to alternative markets
Tadas Viskanta
Abnormal Returns
3 days ago
1 MIN READ
Round-ups
- A round-up of recent academic research including ‘Equal-Weighting: The Contrarian Trading View.’ (alphainacademia.substack.com)
- A round-up or recent research including ‘Expected Stock Returns in Bullish Times.’ (quantseeker.com)
Factors
- Factors work best in the small cap universe. (mailchi.mp)
- What investors need to know about the ‘low volatilty’ factor. (wealthmanagement.com)
Careers
- To succeed on the sell-side, accuracy doesn’t matter much. (covestreetcapital.com)
- How disparities in pay show up in the asset management industry. (papers.ssrn.com)
Research
- A smooth ride is not the same as a safe ride. (alphaarchitect.com)
- How to think about investing (or not) thematic funds. (alphaarchitect.com)
- You can’t simply look at strategies on a standalone basis. (mrzepczynski.blogspot.com)
- How HFT differentially affects the cost of trading stocks. (bis.org)
- We will miss quarterly earnings reports when they are gone. (acadian-asset.com)
- How capital gains taxes are causing housing market misallocations. (economy.com)
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