Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the performance of anomalies post-publication.

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Quote of the Day

"The return on a leveraged long or short ETF held over time will incur a drag that increases dramatically with both leverage and realized volatility."

(Victor Haghani and James White)

Chart of the Day

How is Renaissance Technologies’ RIEF doing?

(markovprocesses.com)

Big ideas

Research

More Posts This Week

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