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Research links: changing data regimes

July 13, 2015

Research links: changing data regimes

July 13, 2015

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)
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  • Value investing wins the most with distressed firms. (blog.alphaarchitect.com)
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  • Value and momentum are more correlated than you think. (dualmomentum.net)
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  • International evidence on the Fama-French 5-factor model. (blog.alphaarchitect.com)
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  • What CFOs know about the equity risk premium. (rickferri.com)
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  • What, if anything, does the structure of high yield credit maturities tell us? (gmo.com)
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  • Breaking down the differences in ETP structures. (blackrock.com)
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  • The truth about the carry trade. (etf.com)
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Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

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