Research links: capacity limits
Tadas Viskanta
Abnormal Returns
9 hours ago
2 MIN READ
Round-ups
- A round-up of recent academic research including ‘A Macroeconomic Perspective on Stock Market Valuation Ratios.’ (alphainacademia.substack.com)
- A round-up of recent research on return forecasting including ‘Credit Spread News and Financial Market Risk.’ (capitalspectator.com)
- A round-up of recent academic research including ‘Are Government Bonds Safe in Times of War and Pandemic?’ (alphainacademia.substack.com)
Economics
- The problem with macro data: it gets revised. (mrzepczynski.blogspot.com)
- Why did the last yield curve inversion not see a recession follow? (eco3min.fr)
- A look at the economics of Kalshi prediction markets. (cepr.org)
- How going public changes bank risk taking. (alphaarchitect.com)
Bots
- Used improperly AI is just going to magnify your biases. (blogs.cfainstitute.org)
- Small cap stocks are uniquely at-risk of online manipulation. (larryswedroe.substack.com)
- Bots love bad news. (papers.ssrn.com)
Research
- Do the years the stock market fell a lot have anything in common? (carsongroup.com)
- What aspect of interest rates matter for equity valuations? (papers.ssrn.com)
- Why calendar-based strategies shouldn’t be used in isolation. (quantpedia.com)
- How Japanese companies are narrowing their valuation discounts. (mailchi.mp)
- Time horizon is a real constraint on investors. (alphaarchitect.com)
- Why people buy expensive stocks. (klementoninvesting.substack.com)
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