A Short-Term Reversal Strategy That Beats The Market
Short-term reversal or short-term momentum?
PDF] Short-Term Momentum and Long-Term Reversal of Returns under Limited Enforceability and Belief Heterogeneity | Semantic Scholar
The long-run reversal in the long run: Insights from two centuries of international equity returns - ScienceDirect
Short-term Reversal by Industry - CXO Advisory
A Short-Term Reversal Strategy That Beats The Market
Short Term Reversal with Futures | Investment Strategy Library on QuantConnect
Short-Term Reversal Factor: A Balancing Act | Parametric Portfolio Associates
The effect of short-term return reversals on momentum profits | Emerald Insight
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
Short Term Reversal Effect in Stocks - QuantPedia
The effect of short-term return reversals on momentum profits | Emerald Insight
A Short-Term Reversal Strategy That Beats The Market
Short Term Momentum and Long Term Reversals Can Coexist -