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Tomyani
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UNITED STATES
Joined: Aug 9, 2008
Posts: 248
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Re: Good academic Paper

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Hi,

Interesting paper at:

http://66.102.1.104/scholar?hl=zh-TW&lr=&client=firefox-a&q=cache:trUEtEF3VJwJ:www.rmi.gsu.edu/FSR/abstracts/Vol_08/Volume%25208%2520Number%25202/V8-2%2520A1.pdf+author:%22Gold%22+intitle:%22Computerized+stock+screening+rules+for+portfolio+selection%22+

See above paper (1999). This shows many of the factors still being used at P123 are relatively robust. There is one new factor in here worth still working on (the average volume times price change).

I would love for us, in 2009, to bring more good research papers to the site and to our model building.

Best,
Tom
:)

[Dec 26, 2008 7:58:06 PM]

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