Which Factors Are More Time-Sensitive? - MSCI
Mathematics | Free Full-Text | Real Economy Effects on Consumption-Based CAPM
Short-term reversals, returns to liquidity provision and the costs of immediacy* - ScienceDirect
Opinion: These 15 stocks --- June's biggest losers --- could become July's winners - MarketWatch
Beyond Fama-French: alpha from short-term signals
Short-Term Reversal Factor: A Balancing Act | Parametric Portfolio Associates
Short-term residual reversal - ScienceDirect
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Retracement vs. Reversal: What's the Difference?
Expanding Our Mean Reversion Palette
What is Short-Term Trading and What are the Best Strategies? | IG International
Short-Term Reversal Factor: A Balancing Act | Parametric Portfolio Associates
Darren 🥚🐣🕊️ on Twitter: "1/ Trend Factor: Any Economic Gains from Using Information over Investment Horizons? (Han, Zhou, Zhu) "A trend factor using multiple time lengths outperforms ST reversal, momentum, and LT
Trick Question: How is the Momentum Factor Performing YTD?
Return-Based Factors for Corporate Bonds
Short Term Momentum and Long Term Reversals Can Coexist -
Darren 🥚🐣🕊️ on Twitter: "9/ Time-series factor momentum survives controlling for UMD and industry momentum and gets stronger when controlling for short-term reversal. Results for the cross-sectional version are weaker, and it
Core Earnings | ExtractAlpha
Darren 🥚🐣🕊️ on Twitter: "9/ Time-series factor momentum survives controlling for UMD and industry momentum and gets stronger when controlling for short-term reversal. Results for the cross-sectional version are weaker, and it
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Advanced Candlestick Patterns
1-Month Reversal Strategy | Systematic Investor
The effect of short-term return reversals on momentum profits | Emerald Insight
Short-term residual reversal
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Retracement vs. Reversal: What's the Difference?
Darren 🥚🐣🕊️ on Twitter: "1/ Decomposing Short-Term Return Reversal (Da, Liu, Schaumburg) "Only the component of short-term reversal which isolates reaction to recent “nonfundamental” price changes is significant and positive; it generates
Short Term Reversal Effect in Stocks - QuantPedia
Short Term Momentum and Long Term Reversals Can Coexist -
Quantitative Momentum Research: Short-Term Return Reversal -
Our Take On The Factor Reversal | Seeking Alpha
