In today’s video, we examine three articles from last week. The first article, written by Larry Swedroe, examines the Momentum of News. The second article, written by Wes, examines an out-of-sample test on Momentum by looking at Russian stocks in the 19th century. The third article, written by Tommi, examines the impacts that short sellers have within markets–are they manipulative or do they carry information to make markets more efficient?

The Momentum of News

https://alphaarchitect.com/2019/04/04/the-momentum-of-news

Momentum Factor Investing in 19th Century Imperial Russia

https://alphaarchitect.com/2019/04/02/momentum-factor-investing-in-russia/

Short Selling + Inside Selling = Bad News

https://alphaarchitect.com/2019/04/01/short-selling-may-not-destabilize-markets-but-rather-improve-market-efficiency/