In this week’s post, I discuss three papers. The first paper, summarized by Tommi and written by Tarun Gupta and Bryan Kelly (AQR), examines the momentum of (L/S) factors. The second article, written by Larry Swedroe, asks the following: “The Re-Death of Value, or Déjà Vu All Over?” The third article is a guest post by Robinson Crawford, who gives an overview of equity compensation.


Article Links: 

  1. Is factor momentum really everywhere?
  2. The Re-Death of Value, or Déjà Vu All Over?
  3. Equity Compensation Planning in a TCJA World

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