Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at implementation costs for momentum strategies.
Quote of the Day
"Finance is not special. It has been known for 10 years that over half of the research in medicine is likely false. This is not just an issue with finance. It is about making a basic mistake in statistical analysis—thinking that you’re testing something."(Campbell Harvey)