Friday links: stagflation-lite

21Dec07

What has the market done typically between Christmas and New Year’s? (Bespoke Investment Group, Crossing Wall Street)

Two indicators that point to an economic slowdown. (Big Picture)

Are we looking at ‘stagflation-lite‘? (Real Time Economics)

The commercial paper market is still not responding to increased liquidity. (Calculated Risk)

Why isn’t the muni bond market freaking out over the bond insurance crisis? (BusinessWeek.com)

More buy-write ETFs coming from PowerShares. (IndexUniverse.com)

More mutual fund firms are jumping into the 130/30 pool. (Morningstar.com)

On the subject of 130/30, an accessible paper on what is behind the surge of interest in this investment framework. (SSRN.com)

In the hedge fund world, what constitutes a “crowded trade“? (All About Alpha)

Why do hedge funds stop reporting performance? (Infectious Greed)

Why aren’t the big banks testing the public markets? (Market Movers)

Ten myths that got punctured on Wall Street this year. (NYTimes.com)

The mess that is the Warburg Pincus investment in MBIA (MBI). (Deal Journal, MarketBeat)

Bottom fishing and the dangers of coattail investing. (Abnormal Returns)

An interesting debut for NetSuite (N). (WSJ.com)

The challenges of setting the line on New England Patriots games this year. (NYTimes.com)

As we approach year-end posting will become increasingly sporadic. We want to wish all of our readers at Abnormal Returns a happy and healthy holiday season.

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