Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at what defines an index.
Quote of the Day
"Simplicity leads to better investor outcomes not because simplicity in and of itself produces better investment returns, but because a simple strategy encourages investors to own their decisions and to less frequently overreact to short-term noise."
(Jason Hsu and John West)
Research links
- Evidence that you can safely ignore the forecasts of market strategists. (statisticalideas.blogspot.com)
- What happens every time you sold after the stock market dropped 10%. (econompicdata.blogspot.com)
- How the 80/20 rule applies to the stock market. (investorfieldguide.com)
- The 'January barometer' is BS. (financial-math.org)
- Is momentum really all about fundamental momentum? (blog.alphaarchitect.com)
- Why momentum is (still) neglected. (dualmomentum.net)
- High active share is no shortcut to higher returns. (vanguardadvisorsblog.com)
- Passive investors are correlated with more independent boards. (ft.com)
