Sunday links: liquidity events

Mark Hulbert at Marketwatch.com on what the market has historically done for 100 days after a serious market break and what insider sales are telling us about the overall market.

Brett Steenbarger at TraderFeed writes “.. the stock market has never rewarded the obvious.”

Abnormal Returns takes a look at the ‘quant bloodbath’ and how things change for all types of investors.

Greg Newton at NakedShorts has unearthed another ‘Dear Investor’ letter.

Barry Ritholtz at the Big Picture with a list of central bank “liquidity actions” last week.

Economist.com on the rise in the cost of interbank lending and how “The fear of losses can be worse than the losses themselves.”

The Epicurean Dealmaker points his readers to some “gems” from the last few months.

Felix Salmon at Market Movers on making money the old-fashioned way, via volatility.

Floyd Norris and Eric Dash at NYTimes.com on the crisis in the jumbo mortgage market.

Calculated Risk on what “short sales” means for real estate and the mortgage market.

Daniel Gross at Slate.com writes “Credit, the fuel that powers the economy, is becoming more scarce and expensive.”

James Hamilton at Econbrowser asks (and answers) “What is a liquidity event?”

Paul Kedrosky at Infectious Greed has some timely investment book recommendations.

Brett Arends at TheStreet.com on the death of “premium” subscriptions for online newspaper sites.

Robert H. Frank at NYTimes.com on the “dismal state” of introductory economics education.

Thanks for checking in with Abnormal Returns. It should be another interesting week in the markets so be careful out there.

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