Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions

By David Ardia, Clément Aymard, Tolga Cenesizoglu

Published 2024-03-25

Everscope rating

1638.6

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Empirical Analysis and Replication. Problem types: Regression, Time Series Analysis, Return Predictability.

arXiv:2403.17095 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.