banknotebinoculars book bookmark chart chevron-leftchevron-rightcloseemail flask link nav newspaper podcast post rocket shield tablet twitter
  • Home
  • About
  • Invest with Tadas
  • Mentions
  • Contact

Research links: consistent momentum

August 31, 2015

Research links: consistent momentum

August 31, 2015

Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how “unusual news” affects market volatility.

Research links

  • We load up on puts when we don't need them. (blog.alphaarchitect.com)
    TweetPocketInstapaper
  • Missing the worst days in the market usually comes along with missing the best days as well. (blog.thinknewfound.com)
    TweetPocketInstapaper
  • Can Twitter-based sentiment help predict earnings? (papers.ssrn.com)
    TweetPocketInstapaper
  • Consistent momentum winners outperform. (papers.ssrn.com)
    TweetPocketInstapaper
  • What are the fundamental assumptions behind smart beta strategies? (jamestwiss.com)
    TweetPocketInstapaper
  • What is behind S&P 500 put option skew? (papers.ssrn.com)
    TweetPocketInstapaper
  • Five ways to plot returns. (blog.johnorford.com)
    TweetPocketInstapaper

You can support Abnormal Returns by visiting Amazon, signing up for our daily newsletter or following us on StockTwits, Yahoo Finance and Twitter.

Share This Post

  • facebook
  • twitter
  • linkedin

More Posts This Week

Sunday links: low real returns
Monday links: timing not magnitude

For disclosure information please visit: https://ritholtzwealth.com/blog-disclosures/

Please see the Terms & Conditions page for a full disclaimer.

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.

Mentions

E-mail sign-up

Search the site

The Archive

  • About
  • Mentions
  • Contact
  • Privacy Policy
  • Terms and Conditions

© 2023 Abnormal Returns.

Join the Newsletter