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.
Research
- Is the stock market actually undervalued? (blog.thinknewfound.com)
- Liquidity as a market factor. (readingthemarkets.blogspot.com)
- A closer look at the diversification ability of managed futures. (blog.alphaarchitect.com)
- Is there a price to ESG investing? (etf.com)
- Do tweet sentiments still predict the stock market? (papers.ssrn.com)
- "The Evolution and Success of Index Strategies in ETFS" by Joanne Hill (cfapubs.org)
- How analysts get promoted at credit agencies. (papers.ssrn.com)
- Evidence that markets don't do a very good job of incorporating publicly available financial data. (bloomberg.com)
