Research links: the same Sharpe ratio
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
Quant stuff
- A curated list of the best finance and investment blogs, tools, and webpages broken down by category. (snippet.finance)
- Some recent academic research including 'Auctions, Announcements, and Abnormal Returns.' (alphainacademia.substack.com)
Fund flows
- How fund flow seasonality is affecting bond ETFs. (on.ft.com)
- Fund flow volatility highlights bad investor behavior. (morningstar.com)
Corporate finance
- U.S. corporate profitability is higher than it was before Covid. (stlouisfed.org)
- Why corporate governance became something worth studying. (papers.ssrn.com)
Retail
- How subpenny trades identify retail trades. (alphaarchitect.com)
- Why short-term trading is so challenging. (klementoninvesting.substack.com)
Research
- Impact investors do what they say. (papers.ssrn.com)
- The risk of investing with a solo manager is real. (cashandcarried.substack.com)
- A diversified portfolio of hedge funds doesn't make a lot of sense. (klementoninvesting.substack.com)
- How the TSE's corporate reform directive is playing out. (mailchi.mp)
- European stocks have surged in 2025, but small cap (value) has lagged. (mailchi.mp)
- Research shows investor visa programs are filled with fraud and corruption. (econofact.org)
