Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the efficacy of the ‘Sell in May’ phenomenon.
Research links
- Trend following works. (etf.com)
- What makes US government bonds the ultimate safe asset? (nber.org)
- Some historical support for the 60/40 portfolio. (systematicrelativestrength.com)
- A new paper on asset allocation and portfolio construction. (pragcap.com)
- Earnings increases when sales decline as a signal. (papers.ssrn.com)
- Hedge fund clustering is a real thing. (abwinsights.com)
- Analysts systematically undervalue high quality firms. (papers.ssrn.com)
- The case for equal-weighting in emerging market equities. (fortunefinancialadvisors.com)
- Does family background affect fund manager performance? (papers.ssrn.com)
