Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look CEO personality characteristics and company returns.
Quote of the Day
"Charges of excess corporate short-termism should be taken seriously, but this criticism is not yet established as true, and it runs the risk of being another piece of conventional wisdom that doesn’t quite pan out. "
(Tyler Cowen)
Research links
- Your mega-guide to the stock market factors. (blog.alphaarchitect.com)
- Diversification is the key to avoid long periods of underperformance in factor investing. (etf.com)
- The case for put-writing in an expensive market. (econompicdata.blogspot.com)
- Term risk and the low vol anomaly. (etf.com)
- Make sure your backtest proxy is a good one. (allocatesmartly.com)
- Trendy funds gather more assets. (citywireusa.com)
- Be careful when picking a ticker for your company. (wsj.com)
- Psychologists have behavioral economics envy. (medium.com)
