Research links: training and testing
Tadas Viskanta
Abnormal Returns
10 months ago
1 MIN READ
Alternatives
- Pension plans could generate equivalent returns with low-cost, index investments. (crr.bc.edu)
- Equity funds with VC investments don’t outperform. (papers.ssrn.com)
- Just how big is the carried interest loophole. (papers.ssrn.com)
52 week highs
- Liquidity picks up at 52-week highs. (papers.ssrn.com)
- Do corporate bonds take note of 52-week stock highs? (papers.ssrn.com)
Corporate finance
- When faced with investor uncertainty, management accelerates disclosures. (papers.ssrn.com)
- Why you shouldn’t trust companies that say ‘trust’ a lot. (wsj.com)
- You can’t always trust buyback announcements. (klementoninvesting.substack.com)
Research
- Just predictable is the VIX? (papers.ssrn.com)
- What low short interest levels say about a stock. (alphaarchitect.com)
- Is MaxCU a better measure of manager performance than something like the Sharpe Ratio? (papers.ssrn.com)
- Why factor strategies benefit from smart rebalancing. (alphaarchitect.com)
- Why CTAs have diversified into individual equities. (insights.finominal.com)
- Retail traders just can’t quit lottery stocks. (papers.ssrn.com)
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