AI & Algo Trading

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Trading Volume and Momentum: The International Evidence

blog.edarchimbaud.com

Trading Volume and Momentum: The International Evidence

edarchimbaud
Sep 6, 2023
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Share this post

Trading Volume and Momentum: The International Evidence

blog.edarchimbaud.com
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Original paper

SSRN-id2693055.pdf

Trading rules

  • Investment universe: NYSE and AMEX stocks (excluding REITs, ADRs, CEFs, and foreign companies)

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