Research links: active shares August 29, 2016 Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including at the irrelevance of dividends. Chart of the Day Active share has been on the wane. (kitces.com) Research Is the stock market actually undervalued? (blog.thinknewfound.com) TweetPocketInstapaper Liquidity as a market factor. (readingthemarkets.blogspot.com) TweetPocketInstapaper A closer look at the diversification ability of managed futures. (blog.alphaarchitect.com) TweetPocketInstapaper Is there a price to ESG investing? (etf.com) TweetPocketInstapaper Do tweet sentiments still predict the stock market? (papers.ssrn.com) TweetPocketInstapaper "The Evolution and Success of Index Strategies in ETFS" by Joanne Hill (cfapubs.org) TweetPocketInstapaper How analysts get promoted at credit agencies. (papers.ssrn.com) TweetPocketInstapaper Evidence that markets don't do a very good job of incorporating publicly available financial data. (bloomberg.com) TweetPocketInstapaper You can support Abnormal Returns by visiting Amazon, signing up for our daily newsletter, liking us on Facebook or following us on Yahoo Finance, Medium, StockTwits and Twitter.