Research links: owning our opinions
Tadas Viskanta
Abnormal Returns
23 hours ago
1 MIN READ
Round-ups
- A round-up of the past month’s white papers including ‘Heretical Thinking: The Long Volatility Premium.’ (bpsandpieces.com)
- A round-up of recent research including ‘Enhancing Value-Growth Stock Classification Using K-Means Clustering with Mahalanobis Distance.’ (alphainacademia.substack.com)
Indexing
- Why bond indexing is flawed. (excessreturnspod.substack.com)
- Index replication isn’t free. (larryswedroe.substack.com)
- Do we really need to worry about equity index concentration? (papers.ssrn.com)
Quant stuff
- How to apply quant insights to prediction markets. (quantpedia.com)
- There’s no such thing as a fully automated trading system. (mrzepczynski.blogspot.com)
Research
- The case for lower future equity market returns. (fa-mag.com)
- Why this Austrian government bond is trading for 3 cents on the dollar. (ft.com)
- What exactly is the definition of TPA? (mrzepczynski.blogspot.com)
- How short interest can inform short term contrarian trades. (klementoninvesting.substack.com)
- Government policy matters for markets. (alphaarchitect.com)
- How local news deserts affect IPO pricing. (papers.ssrn.com)
- What do equity analysts focus on in their reports? (klementoninvesting.substack.com)
- How good are social scientists at predicting experimental outcomes? (nber.org)
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