Weekly Top 5 Papers – April 29, 2016

1. The Siren Song of Factor Timing by Clifford Asness (AQR Capital Management, LLC)

2. Regression and Causation: A Critical Examination of Six Econometrics Textbooks by Bryant Chen (University of California, Los Angeles (UCLA))
and Judea Pearl (UCLA, Computer Science Department)

3. The Disappearance of Public Firms and the Changing Nature of U.S. Industries by Gustavo Grullon (Rice University – Jesse H. Jones Graduate School of Business) and Yelena Larkin (York University) and Roni Michaely (Cornell University – Samuel Curtis Johnson Graduate School of Management; Interdisciplinary Center (IDC))

4. A Quantitative Approach to Tactical Asset Allocation by Mebane T. Faber (Cambria Investment Management)

5. A Stakeholder Approach to Strategic Management by R. Freeman (University of Virginia – Darden School of Business) and John McVea (University of Virginia – Darden School of Business)