Quant Geek Weekend Academic Finance Research Homework
Recently Discovered Academic Finance Research You Might Have Missed:
- Understanding Dual, Relative, and Absolute Momentum (Gary Antonacci)
- Long-short Strategy Simulation based on Front-Page Articles in the WSJ (Matthies and Liu)
- Am I My Peer’s Keeper? Social Responsibility in Financial Decision Making (Fulbrunn and Luhan)
- Employees Will Work Harder Under Loss Contracts than Under Gain Contracts? (Imas, Sadoff and Samek)
- Are Mutual Funds Active Voters? (LLiev and Lowry)
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Definitions of common statistics used in our analysis are available here (towards the bottom)