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Research links: increasingly exotic signals

Round-ups

  • A round-up of recent research on crash risk(s). (capitalspectator.com)
  • A round-up of recent academic research including 'Expected Returns with Cash Flow Trends and Cycles.' (alphainacademia.substack.com)

Economics

  • How WFH helps fertility. (cepr.org)
  • How abortion bans affect rents. (econofact.org)

Research

  • Size and value work...if you concentrate. (morningstar.com)
  • There's more information in daily returns. (alphaarchitect.com)
  • Not all value stocks are created equal. (fa-mag.com)
  • A sharp visualization of the disposition effect. (klementoninvesting.substack.com)