Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the downside of momentum strategies.
Research links
- How quantitative investing has changed in the ten years since the 'quant quake.' (ft.com)
- How quickly should you invest a lump sum? Hint, part of the way. (elmfunds.com)
- Sector rotation is all about momentum. (blog.thinknewfound.com)
- Mutual fund companies move IPOs to generate performance for new funds. (etf.com)
- Moral hazard and hedge fund high water marks. (etf.com)
- Some skepticism about Dalbar's mutual fund return data. (advisorperspectives.com)
- Analysts just can't help themselves from sucking up to management on earnings conference calls: the evidence. (blogs.wsj.com)
- How large is the public infrastructure sector? (allaboutalpha.com)
- Market journalists love to emphasize the negative. (ft.com)
- How parking spots are like factor returns. (bpsandpieces.com)