Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at small cap value performance amidst economic recessions.
Covid-19
- By these measures, Covid-19 has had an unprecedented effect on the stock market. (nber.org)
- How do pandemics affect an economy over the long run? (alphaarchitect.com)
Questions
- Four investment puzzles that we could use answers to including "Risk and Reward Are Linked, Except Among Stocks." (morningstar.com)
- How do investment strategies perform after publication? (quantpedia.com)
Research
- Book value is no longer an effective measure of fair value. (secondmeasure.com)
- On profit margin mean reversion. (mailchi.mp)
- Comparing the performance of daily vs. monthly trend following rules. (alphaarchitect.com)
- What happens after an analyst makes a 'contrarian call'? (klementoninvesting.substack.com)
