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Research links: absolute strength

August 10, 2015

Research links: absolute strength

August 10, 2015

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)
    TweetPocketInstapaper
  • How leveraged small cap equities are akin to private equity. (papers.ssrn.com)
    TweetPocketInstapaper
  • Momentum is the premier market anomaly. (thinknewfound.com)
    TweetPocketInstapaper
  • A nice comparison of different forms of momentum. (quantsportal.com)
    TweetPocketInstapaper
  • What is 'absolute strength' and how does it compare to other forms of momentum? (papers.ssrn.com)
    TweetPocketInstapaper
  • Is there a January effect in international markets? (blog.factorwave.com)
    TweetPocketInstapaper
  • Jason Hsu on the question of portfolio rebalancing. (blogs.cfainstitute.org)
    TweetPocketInstapaper

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More Posts This Week

Sunday links: discipline and effort
Monday links: moving to normal

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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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