AI & Algo Trading

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Asset Growth and the Cross-Section of Stock Returns

blog.edarchimbaud.com

Asset Growth and the Cross-Section of Stock Returns

edarchimbaud
Sep 6, 2023
∙ Paid
Share this post

Asset Growth and the Cross-Section of Stock Returns

blog.edarchimbaud.com
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Original paper

SSRN-id760967.pdf

Trading rules

  • Investment universe: U.S. equities excluding financials (Listed on NYSE, AMEX, NASDAQ).

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