Stock Market Anomalies and Baseball Cards
“Momentum profits are higher among active players than retired players, and among newer sets than older sets.”
AssetEquities
StrategyEvent-driven strategiesmomentum
ClaimProfit
Long/shortLong-short
Also stated: Fundamentals
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodEvent-driven strategies by year
FamilyEvent-driven strategies52Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 950
AssetEquities40
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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