Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the potential for a smart bubble collapse.
Research links
- On the relationship between acceleration and momentum. (blogs.cfainstitute.org)
- How to combine dollar cost averaging and dual momentum. (dualmomentum.net)
- More evidence that 'Sell in May and Go Away' is real. (papers.ssrn.com)
- Mutual funds that hold lots of ETFs underperform. (papers.ssrn.com)
- Don't ignore trading costs when analyzing a TAA strategy. (capitalspectator.com)
- Some 10-year asset class assumptions. (sellwoodconsulting.com)
- How to leverage technology to become a better analyst. (blogs.cfainstitute.org)
- Does HFT help or hurt markets? (etf.com)
