Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including how data regimes change.
Research links
- The return to the liquidity premium seems to be declining over time. (etf.com)
- Is momentum effect played out? (priceactionlab.com)
- Checking in on the state of the small cap and value effects. (capitalspectator.com)
- Day-of-the-week effects are pretty weak in the stock market. (priceactionlab.com)
- How media dissemination affects the role of insider trades. (papers.ssrn.com)
- There is little evidence that active managers can time the market. (cxoadvisory.com)
- A deep dive into the world of woman-run hedge funds. (valuewalk.com)
- How institutional investors make manager decisions. (papers.ssrn.com)
- How leverage and costs affect CEF valuations. (hvst.com)
