Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at mining credit card data for alpha.

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Quote of the Day

"I would say that alpha creation, especially when it comes to large scalable funds or strategies, is largely a myth."

(Dennis Davitt)

Chart of the Day

International value stocks trade at a growing discount to U.S. value.

(mailchi.mp)

ESG

Research

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