Author Mr Di Chen : Ecole Polytechnique Féderale de Lausanne: Financial Engineering Section ...

Author Mr Di Chen : Ecole Polytechnique Féderale de Lausanne: Financial Engineering Section

This paper shows that complexity influences stock returns. By establishing the complexity and resilience measure of the common stock and analyzing the relationship between return, momentum, size, complexity, book-to-market ratio and resilience, three measures (size, complexity and momentum) stand out as the factors that can influence stock returns.

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No comments yet1 Like1Full NameComment goes here.C Jain11 months ago