Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the state of the size effect.
Research links
- On the fundamental difference between value and glamour stocks. (investorfieldguide.com)
- How leveraged small cap equities are akin to private equity. (papers.ssrn.com)
- Momentum is the premier market anomaly. (thinknewfound.com)
- A nice comparison of different forms of momentum. (quantsportal.com)
- What is 'absolute strength' and how does it compare to other forms of momentum? (papers.ssrn.com)
- Is there a January effect in international markets? (blog.factorwave.com)
- Jason Hsu on the question of portfolio rebalancing. (blogs.cfainstitute.org)
