Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the best research paper of 2016.

Quote of the Day

"(I)t is hard to know which relationships that computers kick out can be trusted and which cannot. In a non-stationary world, it is easy to exaggerate the benefits investors can derive from “big data analysis.” It may simply uncover past relations that are no longer applicable."

(Brad Cornell)