Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the success corporate insiders have trading stocks in their industry.
Quote of the Day
"Strategy-based exposures are factor exposures in disguise..."
(Russell Investments)
Research links
- Can the low-volatility anomaly be exploited? (blogs.cfainstitute.org)
- Low vol has gotten expensive. (factorinvestor.com)
- A closer look at growth and value indices. (blog.thinknewfound.com)
- High active share funds are more active, not necessarily better. (etf.com)
- Revisiting research on moving averages. (blog.alphaarchitect.com)
- Companies really like to say they have $1 billion in sales. (wsj.com)
- Why the economics among PE partners matter. (papers.ssrn.com)
- US companies are wasting billions on training that doesn't pay off. (papers.ssrn.com)
