The financial crisis that began in 2008 has had an impact on the way banks and financial institutions conduct their … business. It’s not just the financial situation of such institutions that has changed, but the market as well. The measures …

We provide detailed descriptions, including over 550 mathematical formulas, for over 150 trading strategies across a …. Some strategies are based on machine learning algorithms (such as artificial neural networks, Bayes, k-nearest neighbors …

momentum prediction has been proved, the predictors can be applied to momentum risk management. I introduce two new momentum … been used before. I then introduce a new method of momentum risk management that has a lower transaction cost than existing …

different fields as economic theory, management accounting and corporate finance, are considered: O'Hanlon and Peasnell's (2002 …

commonalities in financial statements and in the actions of key agents such as financial analysts and firm managers who contribute … financial institutions, we find that an increase in common ownership leads to increased comparability of financial statements … coverage by financial analysts. Analysts' earnings expectations become more correlated across peer firms, but analysts are also …

in such different fields as economic theory, management accounting and corporate finance, are considered: O'Hanlon and …

makes it a good candidate for use in value-based management. …