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)
- How interest rates affect tax selling. (blog.alphaarchitect.com)
- Testing some return factors in the Vietnamese stock market. (blog.alphaarchitect.com)
- You can still get Hill, Nadig and Hougan's "A Comprehensive Guide to Exchange-Traded Funds" for free for the Kindle. (amzn.to)
- Private equity returns are not worth the fees. (etf.com)
- A closer look at the fees private equity firms charge their portfolio companies. (papers.ssrn.com)
- MIT graduates who go into finance are different than those in science/engineering. (papers.ssrn.com)
- Delivery rates on Kickstarter are pretty good. (papers.ssrn.com)
