In this week’s post, I discuss four 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:

Is factor momentum really everywhere?

https://alphaarchitect.com/2019/06/03/is-factor-momentum-really-everywhere/

The Re-Death of Value, or Déjà Vu All Over?

https://alphaarchitect.com/2019/06/04/the-re-death-of-value-or-deja-vu-all-over/

Equity Compensation Planning in a TCJA World

https://alphaarchitect.com/2019/06/06/equity-compensation-planning-in-a-tcja-world/