Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a review of the factor investing landscape.
Research links
- Data regimes change. (priceactionlab.com)
- Value investing wins the most with distressed firms. (blog.alphaarchitect.com)
- Value and momentum are more correlated than you think. (dualmomentum.net)
- International evidence on the Fama-French 5-factor model. (blog.alphaarchitect.com)
- What CFOs know about the equity risk premium. (rickferri.com)
- What, if anything, does the structure of high yield credit maturities tell us? (gmo.com)
- Breaking down the differences in ETP structures. (blackrock.com)
- The truth about the carry trade. (etf.com)
