Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at whether there is a return premium to ‘brown stocks.’
Quote of the Day
"If somebody comes with a theory or a claim, the burden of proof is with the person who makes the claim."
(Joachim Klement)
Cryptocurrencies
- A study of the personality traits of cryptocurrency buyers. (evidenceinvestor.com)
- On the flaws of the Bitcoin model, at scale. (papers.ssrn.com)
Research
- Is it possible to identify when momentum crashes are more likely to happen? (alphaarchitect.com)
- Why does trend following work better in a high inflation regime? (mrzepczynski.blogspot.com)
- There's not much to see in tactical asset allocation ETF performance. (insights.factorresearch.com)
- Active share doesn't tell us anything about future performance. (evidenceinvestor.com)
- Customized portfolios are by definition more concentrated. (researchaffiliates.com)
- How does index fund ownership affect firm accounting quality? (papers.ssrn.com)
