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Research links: earnings misses

March 16, 2015

Research links: earnings misses

March 16, 2015

Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a comparison of different valuation metrics.

Research links

  • Markets still respond strongly to earnings misses. (blog.abglobal.com)
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  • The evidence that investors are better off with some one else running their portfolio. (alphaarchitect.com)
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  • A cool new tool for backtesting ETF portfolios with a regime change element. (etfreplay.com)
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  • A look back at the RAFI Indices ten years in. (researchaffiliates.com)
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  • The US market stands out in terms of return predictability. (papers.ssrn.com)
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  • How often should you make tactical asset allocation decisions? (papers.ssrn.com)
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Abnormal Brackets: 2015 edition
Monday links: factor dependability

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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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