Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the profitability factor.
Research links
- A great primer on buybacks and the use of shareholder yield. (investorfieldguide.com)
- Skilled managers exist...good luck trying to access it. (blog.alphaarchitect.com)
- How to use social media to measure market fear. (stocktwits.tumblr.com)
- Navigating stock price crashes. (papers.ssrn.com)
- Does trend following work with global REITs. (papers.ssrn.com)
- How to sort on high dividend stocks. (blog.alphaarchitect.com)
- The longer-term effects of hedge fund activism. (papers.ssrn.com)
- How credit constraints affect stock market participation. (papers.ssrn.com)
