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Research links: shareholder values

January 12, 2015

Research links: shareholder values

January 12, 2015

Graham and Dodd Reader’s Choice Award: don’t forget to vote for your favorite paper for the from the Financial Analysts Journal from 2014.

Research links

  • Cliff Asness in defense of shareholder value. (aqr.com)
    TweetPocketInstapaper
  • Why do anomalies like the low vol effect persist despite public knowledge? (etf.com)
    TweetPocketInstapaper
  • Revisiting the power of intermediate term momentum. (alphaarchitect.com)
    TweetPocketInstapaper
  • Beware overly cautious fund managers. (wsj.com)
    TweetPocketInstapaper
  • On the difference between Flexible Asset Allocation and Elastic Asset Allocation. (gestaltu.com)
    TweetPocketInstapaper
  • Under what conditions analyst recommendations move stocks. (wsj.com)
    TweetPocketInstapaper
  • What changing leverage at securities dealers tells us about the markets. (alphaarchitect.com)
    TweetPocketInstapaper

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More Posts This Week

Sunday links: tracking error
Monday links: costlier houses

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Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

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