Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the continuing appeal of overconfident CEOs.
Research links
- Is dividend yield still a value factor? (patrickoshag.tumblr.com)
- What happens when you add a $VIX overlay on top of a momentum strategy. (econompicdata.blogspot.com)
- Tobin's Q is a crappy market-timing indicator. (pragcap.com)
- Does "unusual" news forecast market stress? (papers.ssrn.com)
- Why the rush into commodity futures was so disappointing to investors. (papers.ssrn.com)
- How weather affects analysts willingness to update earnings estimates. (blog.factorwave.com)
- Take hedge fund industry return data with a big grain of salt because of backfill and survivorship bias. (bloomberg.com)
- On the parallels between betting markets and financial markets. (etf.com)
- Why you need to read academic papers with a skeptical eye. (news.morningstar.com)