Quantpedia Update – 30th December 2013

Quantpedia Update

Four new related research papers have been included into existing strategy reviews:

#14 – Momentum Effect in Stocks
#21 –
Momentum Effect in Commodities
#22 – Term Structure Effect in Commodities
#26 – Value (Book-to-Market) Anomaly
#33 – Post-Earnings Announcement Effect
#38 – Accrual Anomaly
#97 – Half-day Reversal

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