Research links: taking comfort
Tadas Viskanta
Abnormal Returns
4 days ago
2 MIN READ
Quant stuff
- How to (carefully) use ChatGPT in your research. (quantpedia.com)
- A round-up of recent white papers including ‘When the Market Outgrows the Index.’ (bpsandpieces.com)
- The winners of the Quantpedia Awards 2025 including “The Unintended Consequences of Rebalancing” by Harvey, Mazzoleni & Melone. (quantpedia.com)
Analysts
- What analysts actually pay attention to. (klementoninvesting.substack.com)
- How hedge fund Marshall Wace leverages outside recommendations into their (successful) portfolio. (wsj.com)
- Do site visits matter for analysts? (klementoninvesting.substack.com)
Bonds
- Is the Bloomberg U.S. Aggregate Bond Index broken? (tcw.com)
- Don’t kid yourself. High yield bonds are not immune from a crash. (blogs.cfainstitute.org)
Psychology
- Why Francesca Gino, a celebrated behavioral scientist at Harvard Business School, was fired. (poetsandquants.com)
- A problem with psychology studies: subjects value compensation differently. (papers.ssrn.com)
- What do people really want? (papers.ssrn.com)
Economy
- Why the defined contribution model is a risky one. (papers.ssrn.com)
- On the returns to government-funded R&D. (mattsclancy.substack.com)
Research
- Equity and fixed income investors create long-term return expectations very differently. (aqr.com)
- Value continues to work well overseas. (morningstar.com)
- Why is active share falling? (ft.com)
- Are researchers ignoring cross-asset signals? (alphaarchitect.com)
- Can you actually time a market bubble? (papers.ssrn.com)
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