Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a review of the best research of 2017.
Quote of the Day
"It’s important to recognize that financial theory is just that: theory. It’s not the real world."
(Christopher Schelling)
January
- Why the myth of the January barometer is so persistent. (blog.thinknewfound.com)
- The January Effect isn't exploitable. (mathinvestor.org)
Research
- How levered ETFs can be used to optimize portfolio positions. (blog.thinknewfound.com)
- There are three different ways to create multi-factor models. (factorresearch.com)
- Good luck using global CAPE to do global market rotation. (fortunefinancialadvisors.com)
- Do institutional investors chase returns? You betcha. (ritholtz.com)
- The unexpected departure of an independent director can be a sign of company fraud. (academicinsightsoninvesting.com)
- Enhanced financial literacy affects (positively) retirement investing decisions. (alphaarchitect.com)
- The top 20 investment papers of 2017. (savvyinvestor.net)
