Research links: nobody reads the footnotes
Tadas Viskanta
Abnormal Returns
3 weeks ago
1 MIN READ
Quant stuff
- A round up of recent white papers including ‘The Spectrum of Infrastructure Assets’ (bpsandpieces.com)
- LLMs are still hallucinating non-existent economics papers. (papers.ssrn.com)
- How asset managers are deploying AI. (advisorhub.com)
- Quants that are getting hurt by the return of the meme stock thing. (bloomberg.com)
Fund performance
- For fund returns, low costs (still) matter. (morningstar.com)
- A look at how fees drag down the performance of endowment funds. (papers.ssrn.com)
Research
- How has the value premium evolved in international stocks. (mailchi.mp)
- Individual investors trade like contrarians after earning surprises. (papers.ssrn.com)
- Why individual investors love dividend reinvestment. (fa-mag.com)
- Is there an overnight effect in crypto? (efalken.substack.com)
- People respond disproportionately to positive inflation surprises than negative surprises. (papers.ssrn.com)
- Some evidence in favor of management consultants. (ft.com)
- ‘Personalist autocracies’ are not great for economic growth. (papers.ssrn.com)
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