Monday links: psychological impact

10Sep07

Justin Lahart at WSJ.com notes how “investors’ view of risk is returning to normal (levels).”

Gwen Robinson at FT Alphaville on what went right, and wrong, for quants in August.

E.S. Browning at WSJ.com on the debate over the market-timing ability of “one-way days.”

Roger Ehrenberg at Information Arbitrage on how the current credit crisis seems like a synthesis of the S&L crisis and the junk bond implosion.

David Gaffen at MarketBeat on what is happening in the “shadow banking system.”

Caroline Baum at Bloomberg.com on the “psychological impact” the Friday jobs report has on the money markets.

Bespoke Investment Group “..(W)e would caution that the record of the futures market in predicting the future Fed Funds rate leaves a lot to be desired.”

James Hamilton at Econbrowser asks “By how much will the Fed cut rates?”

Sam Jones at FT Alphaville on the week that will be in the world of commercial paper.

Felix Salmon at Market Movers on a proposed plan to off-load LBO loans off of the balance sheets of investment banks.

John Spence at Marketwatch.com reviews the past few months of activity for the new(ish) iShares iBoxx $ High Yield Corporate Bond Fund (HYG).

Anne Zelenka at GigaOM.com on how an economic recession would affect Web start-ups.

Matthew Hougan at IndexUniverse.com asks whether ETF-based “Will all these new quantitative strategies suffer from returns decay?”

Mebane Faber at World Beta passes along a slew of academic finance paper summaries.

Erik Valtonen at All About Alpha on the value of alpha-beta separation.

The Ticker Sense Blogger Sentiment Poll shows a stand-off between the bulls and the bears.

Adam Warner at the Daily Options Report gets a sense of deja vu reading a piece on options skew.

CXO Advisory Group on research into the high prices investors are willing to pay for put protection.

Barry Ritholtz at the Big Picture asks “What is a ninja loan?”

Sam Whiting at SFGate.com profiles behavioral finance luminary Hersh Shefrin. (via Paul Kedrosky)

Steven D. Levitt at Freakonomics on the iPhone price cut and the consumer backlash against “profit-maximizing” firm behavior.

Matthew Quinn at FinancialWeek looks at the anticipated impact from a pullback by hedge fund managers from the art market.

If you blinked you might have missed the “Greenspan Blog.” (via NYTimes.com & Mixed Media)

Tyler Cowen (of Marginal Revolution fame) gets the podcast treatment from Russ Roberts at EconTalk.

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