Monday are all about academic (and practitioner) financial research here at Abnormal Returns. You can check out last week’s links including a look at unpopular stocks.
Research
- The small cap effect is real (and spectacular) if you control for quality. (aqr.com)
- What history tells us about long-term expected returns for a 60/40 portfolio. (researchaffiliates.com)
- A multi-century look at the value of trend following. (dualmomentum.net)
- Do analyst recommendations mitigate or aggravate the price impact of speculative trading. (alphaarchitect.com)
- Deciding for others helps reduce loss aversion. (pubsonline.informs.org)
- Are stocks real assets? (papers.ssrn.com)
