Research links: elevators and escalators
Tadas Viskanta
Abnormal Returns
2 weeks ago
1 MIN READ
Quant stuff
- ChatGPT as a financial literacy tool. (fa-mag.com)
- How NLP tools have changedw financial research. (papers.ssrn.com)
- A round-up of some recent academic research including ‘Multi-day Return Properties of Leveraged Index ETFs.’ (alphainacademia.substack.com)
Alternatives
- Has the rise of private credit skewed high yield spreads? (mailchi.mp)
- A look at private infrastructure as an asset class. (alphaarchitect.com)
Research
- The index inclusion effect is pretty much dead. (klementoninvesting.substack.com)
- The long term is no guarantee of good stock market returns. (wsj.com)
- How bond ETFs have changed how bonds are traded. (alphaarchitect.com)
- You can’t just drop illiquid fund returns into an optimizer. (larryswedroe.substack.com)
- Why does the U.S. have so few publicly traded companies relative to other countries? (papers.ssrn.com)
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