Régularité descendre buste short term reversal Propre Shabituer à Poudre à canon
1-Month Reversal Strategy | Systematic Investor
These Signs May Indicate A Short-Term Reversal In Gold Miners | Investing.com
Short-Term Reversal Factor: A Balancing Act | Parametric Portfolio Associates
Which Factors Are More Time-Sensitive? - MSCI
Ralph Sueppel on Twitter: "Paper on momentum: "A striking pattern... of [global] stock...is that sorting on the previous month's returns and turnover results in strong and significant....reversal for low-turnover stocks whereas high
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 a