![Ralph Sueppel on Twitter: "Paper on momentum: "A striking pattern... of [global] stock...is that sorting on the previous month's returns and turnover results in strong and significant....reversal for low-turnover stocks whereas high Ralph Sueppel on Twitter: "Paper on momentum: "A striking pattern... of [global] stock...is that sorting on the previous month's returns and turnover results in strong and significant....reversal for low-turnover stocks whereas high](https://pbs.twimg.com/media/DbDPxtpX0AA03uj.jpg)
Ralph Sueppel on Twitter: "Paper on momentum: "A striking pattern... of [global] stock...is that sorting on the previous month's returns and turnover results in strong and significant....reversal for low-turnover stocks whereas high
![Darren🥚 on Twitter: "1/ Decomposing Short-Term Return Reversal (Da, Liu, Schaumburg) "Only the component of short-term reversal which isolates reaction to recent “nonfundamental” price changes is significant and positive; it generates a Darren🥚 on Twitter: "1/ Decomposing Short-Term Return Reversal (Da, Liu, Schaumburg) "Only the component of short-term reversal which isolates reaction to recent “nonfundamental” price changes is significant and positive; it generates a](https://pbs.twimg.com/media/D8pHSj4U8AEHMrS.jpg)
Darren🥚 on Twitter: "1/ Decomposing Short-Term Return Reversal (Da, Liu, Schaumburg) "Only the component of short-term reversal which isolates reaction to recent “nonfundamental” price changes is significant and positive; it generates a
![The Interaction of Short-Term Reversal and Momentum Strategies | The Journal of Portfolio Management The Interaction of Short-Term Reversal and Momentum Strategies | The Journal of Portfolio Management](https://jpm.pm-research.com/content/iijpormgmt/42/4/96/F1.large.jpg)