Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look momentum in factor returns.
Research
- Why equal-weight portfolios generate better returns during periods of higher inflation. (fortunefinancialadvisors.com)
- Size, value and momentum show up in the emerging markets data as well. (etf.com)
- The problem with the negative correlation between the US dollar and emerging market equities. (convexcm.com)
- Why value investors should integrate earnings revisions into their models. (causewaycap.com)
- Six findings from academic research on investment consultants. (evidenceinvestor.co.uk)
- There is the theory of stock buybacks, and the reality. (alphaarchitect.com)
- Why researchers should expand the window around which they measure the effect of changes in monetary policy. (voxeu.org)
- Increasingly efficient financial contracting makes us less reliant on social networks. (papers.ssrn.com)
