Friday links: cyclical volatility

Some related posts on the topic of alpha generation. (Abnormal Returns)

We are not sure who to blame more in the CNBC-PBR-PZE debacle. (Market Movers)

Estimating “fair value” isn’t as easy as it seems. (Aleph Blog)

Playing momentum in the emerging markets via an ETF. (TheStreet.com)

“There is thus a cyclical element to volatility, as investors move from complacency to alarm.” (Economist.com)

Assuming a bear market, “So what is a technology fund manager to do?” (Ultimi Barbarorum)

Stocks with high institutional ownership have taken in on the chin to start the year. (Bespoke Investment Group)

The market has already priced in a recession. (FT Alphaville)

Bank of America (BAC) buys Countrywide Financial (CFC). Let the analysis begin. (DealBook, Marketwatch.com, Market Movers, NakedShorts)

The anticipated Merrill Lynch (MER) asset writedown is mind boggling. (NYTimes.com)

An interesting (and cynical) wrinkle in the Blackstone Group (BX) buyback plans. (Market Movers, WSJ.com)

Why would the NYSE want the AMEX? (DealBook, NakedShorts)

Options volume is booming. (FT Alphaville)

What really happened to Amaranth Advisors? (SSRN.com)

The market is now solidly betting on a 50bp Fed funds rate cut. (Calculated Risk)

Do ‘prediction markets‘ live up to the name ‘markets’? (Big Picture)

The role of ‘emotional intelligence‘ in pattern recognition and trading success. (TraderFeed)

Rapid economic growth does not always translate into stock market gains. (Zero Beta)

Have we missed an interesting post in the investment blogosphere? Then drop Abnormal Returns a line.

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