New Citations in the Reference Database
We’ve just updated the reference section of the website with 22 new citations. One of the highlights in explanatory factor research is a set of 3 papers on the information contained in short sales. There is also some great work in a paper on the history of predicting the cross-section of stock returns and one concerned with the marginal value of investment research in the first place. Finally, we have research that presents a brand new classification algorithm based on the L-infinity norm that is valuable for the way it deals with both dimensionality and computational complexity.
Read past the break for a few citations of the most interesting papers.