Search and Prices
A new peer momentum strategy, based on firms co-searched by investors on the SEC EDGAR server, yields an annualized return alpha of 17, outperforming the shared-analyst peer momentum.
Featured in No. 61 on 15 Aug 2024 ·
- Released
- 4 Jan 2024
- First featured
- No. 61 · 15 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4925143
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).