Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look ‘volatility drag.’
Research links
- The return gap and the value premium. (researchaffiliates.com)
- The case for index-fund investing. (pressroom.vanguard.com)
- A look at moving average trading rules. (papers.ssrn.com)
- Do betas change after a company is cross-listed? (papers.ssrn.com)
- On the differences between short and long-term fluctuations in equities. (johnhcochrane.blogspot.com)
- Where to find cool academic finance research online. (alphaarchitect.com)
