Monthly Archive for: ‘August, 2011’
-
Turnkey Research Digest 8/28/2011
Negative Alpha Research (Temporary Category) Taxing Financial Transactions: An Assessment of Administrative Feasibility–ugg, just what we need…more taxes. This paper considers how a tax on financial transactions could be applied to three broad and partially overlapping categories of financial instruments: (1) exchange-traded instruments; (2) over-the-counter …
-
Quantitative Camping Advice
For those of you taking the kids out for last minute summer vacations:
-
Turnkey Research Digest 8/21/2011
Alpha Research “The UMO (Undervalued Minus Overvalued) Factor”–watch out for share issuers and repurchasers. This document provides an overview of the UMO factor. It describes its motivation, construction, and how to obtain it and use it. Behavioral theories suggest that investor misperceptions and market mispricing …
-
Gangsta Hayek versus Thuggin’ Keynes
Love it. Hat tip H. Chen.
-
Why Growth Stocks are Awesome.
Sometimes its nice to reflect on some of the more esoteric articles being published in academic finance journals–good way to assess exactly how disconnected from the real-world the ivory tower has become. The most absurd economic arguments assume humans are perfectly rational computers and not …