Throughout history of the conditional asset pricing literature the goal has been to find the best possible model to explain what determines a firm’s expected stock return. In Dickson (2015) the variables that prove to be best at explaining a firm’...
Throughout history of the conditional asset pricing literature the goal has been to find the best possible model to explain what determines a firm’s expected stock return. In Dickson (2015) the variables that prove to be best at explaining a firm’...
The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...
The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...