Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look moving average trading rules.
Research links
- Tax-managed mutual funds do not underperform on a pre-tax basis. (papers.ssrn.com)
- How 'naive beta' portfolios can outperform the index. (papers.ssrn.com)
- Reviewing the evidence on the small cap premium. (aswathdamodaran.blogspot.com)
- Buybacks work best for companies that are cheaper than average. (blog.abglobal.com)
- What is the most tax-efficient way to invest in Treasury bonds? (alphaarchitect.com)
- Re-thinking the risk-free rate. (cfainstitute.tumblr.com)