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Research links: Euro factors

November 23, 2015

Research links: Euro factors

November 23, 2015

Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at whether trend following is “dead.”

Research links

  • What investors need to consider when building a momentum strategy. (blog.alphaarchitect.com)
    TweetPocketInstapaper
  • Momentum has a lot of data backing its efficacy. (dualmomentum.net)
    TweetPocketInstapaper
  • Does trend following and momentum work in global REITs? (blog.alphaarchitect.com)
    TweetPocketInstapaper
  • Testing momentum in the stock market of Imperial Russia. (papers.ssrn.com)
    TweetPocketInstapaper
  • Overreaction is why value works. (blog.alphaarchitect.com)
    TweetPocketInstapaper
  • Value has underperformed. Time to overweight it. (researchaffiliates.com)
    TweetPocketInstapaper
  • Do US return factors hold up in Europe? (etf.com)
    TweetPocketInstapaper
  • Rising interest rates need not be a disaster for a diversified portfolio. (blog.alphaarchitect.com)
    TweetPocketInstapaper

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More Posts This Week

Sunday links: picking pickers
Book round-up: ninth edition

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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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