Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the side effects of investor activism.
Research links
- The five phases of an investment idea. (thealephblog.tumblr.com)
- The equity risk premium puzzle may be a disaster risk premium. (bloombergview.com)
- Breaking down the components of ROE over time. (investorfieldguide.com)
- Clearing up some misconceptions about MPT. (cssanalytics.wordpress.com)
- Why are the returns on dividend strips so high? (papers.ssrn.com)
- A backtesting cautionary tale. (scottsinvestments.com)
- A beginner's guide to time-series analysis. (quantstart.com)
- MODERN TRADER Magazine—the essential journal for professional traders and active investors. Special Subscription Offer! (moderntrader.com)
