Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the upside of academic finance.
Research links
- When anomalies are published their future returns diminish. (etf.com)
- What explains the profitability premium? (etf.com)
- Can you protect your bond investments from a crisis with stocks? Not so fast... (blog.alphaarchitect.com)
- The brutal math of the real, after tax returns of a 60/40 portfolio. (econompicdata.blogspot.com)
- Companies that don't change their filing language tend to outperform. (blog.alphaarchitect.com)
- Who sold during the 2008-09 crash? (papers.ssrn.com)
