Research links: choosing your discomfort
Tadas Viskanta
Abnormal Returns
6 hours ago
2 MIN READ
Round-ups
- A round-up of recent academic research including ‘The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate.’ (alphainacademia.substack.com)
- A round-up of recent research including ‘The Death of Insider Trading Alpha: Most Returns Occur Before Public Disclosure.’ (alphainacademia.substack.com)
Prediction markets
- In prediction markets, people have a bias toward the affirmative. (jbecker.dev)
- The academic case for prediction markets. (papers.ssrn.com)
Fund management
- Quant firms can talk up AI all they want, but it’s returns that matter. (ft.com)
- Are there any fund categories worth paying up for? (morningstar.com)
- Good luck trying to successfully invest in biotech absent relevant expertise. (mailchi.mp)
Behavior
- On the salience effect. (larryswedroe.substack.com)
- Why new retirees step up their trading. (alphaarchitect.com)
- Listening to conference calls can get investors out of their online echo chambers. (papers.ssrn.com)
Research
- Momentum isn’t just one thing. (alphaarchitect.com)
- Three explanations why value is dead just yet. (alphaarchitect.com)
- Just how worried about stock market concentration? (quantpedia.com)
- Does Bitcoin really move the needle on an optimal asset allocation? (quantpedia.com)
- Remember the yield curve inversion? It didn’t foretell a recession. (tommichl.substack.com)
- How globalization has affected market volatility across developed and emerging markets. (papers.ssrn.com)
- How to think about the evolution of commodity prices over time. (construction-physics.com)
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