Research links: organizational edge
Tadas Viskanta
Abnormal Returns
9 months ago
1 MIN READ
Asset allocation
- Bonds have some yield now, but that doesn’t mean they are the best portfolio diversifier. (man.com)
- Risk parity is a solution in search of a problem. (rogersplanning.blogspot.com)
Crowding
- How crowding affects active investment returns. (alphaarchitect.com)
- How fund flows can drive stock returns. (caia.org)
Calls
- You’d be surprise how little companies talk about their employees on conference calls. (klementoninvesting.substack.com)
- Company filings exhibit a seasonal pattern. (papers.ssrn.com)
Research
- Are gambling and stock trading substitutes? (acadian-asset.com)
- The market is made up of people. Those people have (limited) memories. (mrzepczynski.blogspot.com)
- As the size effect, so goes the relative performance of equal-weighted indices. (spglobal.com)
- How stock-based compensation and share buybacks affect stock returns. (morganstanley.com)
- Assessing a momentum model using U.S. industry sectors. (papers.ssrn.com)
- Estimating transaction costs in the foreign exchange market. (alphaarchitect.com)
- What causes innovative financial contracts to fail? (papers.ssrn.com)
- Americans don’t hate billionaires, except when they do this… (nber.org)
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