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
Which Factors Are More Time-Sensitive? - MSCI
Short-term Momentum -
PDF] Short-Term Momentum and Long-Term Reversal of Returns under Limited Enforceability and Belief Heterogeneity | Semantic Scholar
Trade setup: Signs of short-term reversal showing, but avoid aggressive bets on either side - The Economic Times
A Short-Term Reversal Strategy That Beats The Market
A Short-Term Reversal Strategy That Beats The Market