Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the ultimate safe asset class.
Research links
- Dividend stocks are NOT necessarily value stocks. (mebfaber.com)
- Not all markets have nice historical return profiles like the US. (fortunefinancialadvisors.com)
- Equities, leverage and the moving average. (papers.ssrn.com)
- Costs matter for ETFs but process matters as well. (blog.thinknewfound.com)
- Targets of experienced activists perform better than targets of less experienced activists when activism involves voice (papers.ssrn.com)
- Return smoothing and the opportunity in PE replication. (blog.alphaarchitect.com)
- Why do diversified firms hold significantly less cash than focused firms? (papers.ssrn.com)
- Why do academics still shy away from behavioral finance? (blog.alphaarchitect.com)
- Female hedge funds receive less recognition. (papers.ssrn.com)
- Some links on portfolio strategy. (capitalspectator.com)
- A look at careers in quantitative finance. (quantstart.com)