Research links: future states of the world

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how to combine momentum strategies.

Quote of the Day

“When you sell an option, you don’t earn income. You just bet against some future state of the world.”

(Kris Abdelmessih) Chart of the Day

Some evidence that market liquidity has deteriorated.

(ft.com) Institutions Earnings Round-ups Research

Keep reading this article on Abnormal Returns Blog.

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