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FSCORE-Enhanced Short-Term Reversal Strategy on Large-Cap Stocks

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Academic paper

Noise Trading, Slow Diffusion of Information, and Short-Term Reversals: A Fundamental Analysis Approach

AuthorsZhaobo Zhu; Licheng Sun; Min Chen

Institute
  • Audencia Business School
  • Shenzhen University
  • Dominion University College
  • Old Dominion University
  • San Francisco State University
  • San Francisco State University - Department of Accounting

Paper linkhttps://ssrn.com/abstract=3097420

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