This is a summary of links featured on Quantocracy on Tuesday, 04/18/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Value and Momentum Investing in Frontier Stock Markets [Alpha Architect]Value and Momentum investing have been studied across many different markets and asset classes (Asness et al 2013) and have shown to be effective factors. A working paper, Frontier Stock Markets: Local vs Global Factors by Douglas W. Blackburn and Nusret Cakici examines Value and Momentum investing in Frontier Markets from 2005-2016. This paper is unique because prior research has focused on