Research links: benchmarking momentum January 11, 2016 Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a comprehensive backtest of momentum. Research links Trend-following strategies are difficult to benchmark. (blog.thinknewfound.com) TweetPocketInstapaper How interest rates affect tax selling. (blog.alphaarchitect.com) TweetPocketInstapaper Testing some return factors in the Vietnamese stock market. (blog.alphaarchitect.com) TweetPocketInstapaper You can still get Hill, Nadig and Hougan's "A Comprehensive Guide to Exchange-Traded Funds" for free for the Kindle. (amzn.to) TweetPocketInstapaper Private equity returns are not worth the fees. (etf.com) TweetPocketInstapaper A closer look at the fees private equity firms charge their portfolio companies. (papers.ssrn.com) TweetPocketInstapaper MIT graduates who go into finance are different than those in science/engineering. (papers.ssrn.com) TweetPocketInstapaper Delivery rates on Kickstarter are pretty good. (papers.ssrn.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.