Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look real momentum.
Quote of the Day
“Investors should prefer newer active funds over older active funds.”
(Luke Taylor)
Research links
- On the relationship between momentum returns and skewness. (blog.alphaarchitect.com)
- It's only an anomaly if it survives transaction costs. (etf.com)
- Beware home country bias. (etf.com)
- Lumber vs. gold: offense vs. defense. (papers.ssrn.com)
- A review of the research on stop-loss orders. (quant-investing.com)
- On the fragility of corporate bond funds. (papers.ssrn.com)
- A review of "The Incredible Shrinking Alpha" by Larry Swedroe.* (kitces.com)
