Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at combining value and momentum strategies.
Research links
- Is your low fee smart beta product ripping you off? (blogs.cfainstitute.org)
- How anchoring affects the pricing of glamour stocks. (etf.com)
- Momentum is a much more volatile factor than value. (capitalspectator.com)
- Style-consistent managers tend to outperform. (news.morningstar.com)
- Too-big-to-fail didn't start with the Fed. (papers.ssrn.com)
