Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at the universality of momentum.
Quote of the Day
"Stocks are NOT guaranteed to make you money over the long term."
(Edward F. McQuarrie)
Research
- What happened to the short term reversal effect? (klementoninvesting.substack.com)
- What can we really learn from a century of capital markets returns? (blogs.cfainstitute.org)
- Do more diverse hedge fund teams outperform? (alphaarchitect.com)
- Why one CTA manager may not be enough to capture managed futures returns. (mrzepczynski.blogspot.com)
- Why you should let AI listen to earnings calls. (klementoninvesting.substack.com)
- How Bitcoin ETPs have performed in practice. (libertystreeteconomics.newyorkfed.org)
- Financial literary in Canada shows there is a relationship between general financial literacy and understanding of the retirement system. (alphaarchitect.com)
- A round-up of research papers from May including 'A Motor for Your Sailboat: Getting There Faster with Enhanced Tax-Loss Harvesting.' (bpsandpieces.com)
