Reversal

The Reversal factor shows that stocks overreact in the short term. Those stocks

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What is Factor Analysis?

Finance is experiencing a revolution. Research showing

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Post Earnings Announcement Operations (PEAD)

Post Earnings Announcement Drift (PEAD) is an effect that shows that stocks

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Volatility and risk

Stocks with the highest risk, that is, those that have shown the largest fluctuations

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