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



