Blogs about: Academic Finance
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High dividend debut
At Abnormal Returns we don’t point to research from the buy-side all that often. However, we recently came across a research piece on the value of dividend-focused investing that is worth noting… more →
Abnormal Returns
Fallacies in the Arguments of Efficient Market Critics: Part Two
Dann wrote 1 year ago: By fundamentally analyzing a company one can determine the intrinsic value and see if the market has … more →
Read up! Previous Research You'll Need to Know
Dann wrote 1 year ago: Here’s a few papers hosted on the SSRN network you’ll find helpful for background purpos … more →
High dividend debut
abnormalreturns wrote 1 year ago: At Abnormal Returns we don’t point to research from the buy-side all that often. However, we r … more →
Fallacies in the Arguments of Efficient Market Critics: Part One
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Dann wrote 1 year ago: I will attempt to counter the flawed arguments and wrongly placed assumptions often used in attempt … more →
Fall cleaning
abnormalreturns wrote 1 year ago: It has been awhile since we did an academic round-up, hence it is time to clean out the academic res … more →
The Fama-French Three Factor Model
Dann wrote 1 year ago: Research of stock prices, fund performance, and other related topics has been long studied by academ … more →
Academic finance round-up
abnormalreturns wrote 1 year ago: In what may become a recurring feature here at Abnormal Returns we take a look at a handful of artic … more →
Risk management and high conviction investing
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abnormalreturns wrote 1 year ago: Investing is hard. We have referenced this post any number of times. Not because it is particularl … more →
A step back
abnormalreturns wrote 2 years ago: We came across a handful of research-related items of an academic bent that did not seem to fit in t … more →
Diminished gains from international portfolio diversification
abnormalreturns wrote 2 years ago: The international equity markets are hot. The International ETF Performance Report from Bespoke Inv … more →
Options as an asset class
abnormalreturns wrote 2 years ago: We have not spent a great deal of time here at Abnormal Returns discussing the options markets. (Ho … more →
Real yield research
abnormalreturns wrote 2 years ago: When it rains it pours. After writing about inflation and real yields recently we came across a cou … more →
Correlations tend to one
abnormalreturns wrote 2 years ago: We were genuinely surprised to hear investors and commentators alike were shocked fo find that durin … more →
Academic excellence
abnormalreturns wrote 2 years ago: The Economist has an interesting piece on the seemingly extraordinary investment performance of univ … more →
Risk premium rumble
abnormalreturns wrote 2 years ago: If it is not clear by now we are big fans of the work over at CXO Advisory Group. They do an admira … more →
Spurious correlations
abnormalreturns wrote 2 years ago: A topic bubbling up in the blogosphere (and on this blog) is the importance of generating testable h … more →
Research roundup
abnormalreturns wrote 2 years ago: A recent topic of discussion on this site has been the importance of quantitative research in develo … more →
Unprovable contentions
abnormalreturns wrote 2 years ago: Part of what we do here at Abnormal Returns is to look for items outside the realm of finance and in … more →
Rogue waves and the stock market
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abnormalreturns wrote 3 years ago: One of the lessons of Michael Mauboussin’s book “More Than You Know” is that it is … more →
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