Show notes
Have you ever wondered how the interconnectedness of firms could revolutionize your trading strategies? Welcome to another enlightening episode of Papers With Backtest: An Algorithmic Trading Journey, where we explore groundbreaking research that could change the way you view momentum in the stock market. This week, our hosts dive deep into a pivotal study by Ali and Hirschleifer (2019) that unveils the intriguing phenomenon of connected firm (CF) momentum. This concept sheds light on how momentum spillovers between stocks are significantly influenced by shared analyst coverage, offering a…
Website: podcast.ausha.co
