A Review Of the Post-Earnings-Announcement Drift

PEAD已经被详细描述了几十年,一个全面的解释仍然遥不可及。

A Review Of the Post-Earnings-Announcement Drift
Media abnormal tone, earnings announcements, and the stock market

媒体缓解PEAD,还是成为新的驱动力?

Media abnormal tone, earnings announcements, and the stock market
Factor Momentum

因子动量 vs 行业动量

Factor Momentum
Factor Momentum And The Momentum Factor

因子动量 vs 个股动量

Factor Momentum And The Momentum Factor