Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at whether ESG is a standalone factor.

Quote of the Day

"Diversification of momentum timeframes improves a strategy because the investment behavior of momentum traders varies. All traders do not look at momentum the same way."

(Mark Rzepczynski)

Chart of the Day

Technology stocks are among the market’s biggest winners but also dominate the list of the losers as well.