Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including two looks a the low-vol anomaly.
- Can explain momentum with rational investors? (blog.alphaarchitect.com)
- Lottery stocks on average don't pay off. (etf.com)
- Equity convexity and position sizing. (elmfunds.com)
- A discussion of the issues surrounding tactical asset allocation including the challenge of complexity. (blog.alphaarchitect.com)
- Is there signal in the StockTwits stream? (allaboutalpha.com)
- Why you should pay attention to the tone of manager disclosure. (papers.ssrn.com)