Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the decline in the diversification benefits of commodities.
Quote of the Day
"The bottom line is that short-sellers play a valuable role in keeping market prices efficient."
(Larry Swedroe)
Research links
- Testing the robustness of momentum. (sharpereturns.ca)
- How to use trend following to enhance factor returns. (blog.alphaarchitect.com)
- What does it mean to have a maximally diversified portfolio? (advisorperspectives.com)
- A modern, behavior-aware asset allocation. (blog.thinknewfound.com)
- How differential sector weights affect domestic vs. international valuations. (fortunefinancialadvisors.com)
- Does seasonality persist? (papers.ssrn.com)
- Integrated markets do not eliminate return dispersion. (etf.com)
- Why do companies borrow to pay dividends? (papers.ssrn.com)
- Does academic research translate into returns? (beta.morningstar.com)
- The top 10 research papers on SSRN. (pragcap.com)
