Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at whether you should trust company buyback announcements.

Quote of the Day

“But if used correctly, as one instrument among many, standard deviation is a valuable tool. No rival statistic does its job better.”

(John Rekenthaler) Chart of the Day

Momentum leads the factor race, YTD.

(insights.finominal.com) Quant stuff Corporate finance Factors Research

Keep reading this article on Abnormal Returns Blog.

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