Research links: unwieldy and inefficient
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
Round-ups
- Some recent academic research including 'Cross-Bond Momentum Spillovers.' (alphainacademia.substack.com)
- A round-up of recent research on asset allocation including 'A Century of Macro Factor Investing – Diversified Multi-Asset Multi-Factor Strategies through the Cycles.' (capitalspectator.com)
Economics
- Why it matters who is on the FOMC at any point in time. (papers.ssrn.com)
- How universal pre-K boost income and employment. (papers.ssrn.com)
- How disruptions to immigration could affect technology transfer from universities to industry. (papers.ssrn.com)
- How Social Security claiming ages have increased over time. (crr.bc.edu)
Research
- On the importance of the profitability factor. (alphaarchitect.com)
- How fund flows affect factor returns. (klementoninvesting.substack.com)
- Politics and (venture capital) investing don't mix. (papers.ssrn.com)
- How bubbles can (positively) affect the real economy. (mailchi.mp)
- AI models have their own biases that users need to recognize and offset. (blogs.cfainstitute.org)
