Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at home country bias in action.
Quote of the Day
"A mid-cap stock is somewhat like the middle child – neither the cute little baby nor the strong firstborn."
(Nicolas Rabener)
ETFs
- Momentum ETFs, as currently constructed, may not work all that well. (etfstream.com)
- Comparing the costs (and benefits) of tax loss harvesting and the ETF wrapper. (alphaarchitect.com)
Hedge funds
- A hedge fund is more than its ability to generate alpha. (mrzepczynski.blogspot.com)
- Do hedge funds have the ability to time return factors? (alphaarchitect.com)
Research
- Combining value and momentum into a single strategy has a big advantage: capacity. (alphaarchitect.com)
- Four questions about high yield bonds. (compoundadvisors.com)
- How to invest in meme stocks. (ofdollarsanddata.com)
- It's hard to make the case for private equity or venture capital for individual investors. (advisorperspectives.com)
- Why does the stock market tend to go up when it is closed? (theblindfoldedchimp.com)
- On the relationship between financial literacy and margin trading. (riaintel.com)
