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Conventional momentum strategies exhibit substantial time-varying exposures to the Fama and French factors. We show that these exposures can be reduced by ranking stocks on residual stock returns instead of total returns. As a consequence, residual momentum earns risk-adjusted profits that are about twice as large as those associated with total return ...
Blitz, D, Huij, Joop, Martens, MPE
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Overlap singularity and time evolution in integrable quantum field theory
We study homogeneous quenches in integrable quantum field theory where the initial state contains zero-momentum particles. We demonstrate that the two-particle pair amplitude necessarily has a singularity at the two-particle threshold.
D. X. Horváth, M. Kormos, G. Takács
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There is a strong need in the United States to increase the size and diversity of the domestic workforce trained in science, technology, engineering, and math (STEM). With almost half of all students that earn a baccalaureate degree enrolling in a 2-year
Bethany Sansing-Helton +2 more
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A new type of momentum based on past return signs is introduced, called Returns Signal Momentum. This is mainly driven by sign dependence, which is positively related to average return and negatively related to return volatility. An empirical application using a universe of commodity and financial futures offers supporting evidence to this momentum ...
Papailias, Fotis +2 more
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Entanglement of the orbital angular momentum states of photons [PDF]
Entangled quantum states are not separable, regardless of the spatial separation of their components. This is a manifestation of an aspect of quantum mechanics known as quantum non-locality. An important consequence of this is that the measurement of the
A. Mair +3 more
semanticscholar +1 more source
THE RELEATION OF MOMENTUM AND KINETIC AND POTENTIAL ENERGY WITH ANGULAR CIRCUMFERENC VELOCITY OF THROWING ARM AT HIGH-JUMP SHOOTING IN HANDBALL [PDF]
This study aims at : - identifying the values of some Biomechanic variables at high-jump shooting in handball . - identifying the releationship between these values. Aspects at the study . The human aspect : Iraqi handball clubs of north area.
Mohammed Khaleel
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Directly visualizing the momentum-forbidden dark excitons and their dynamics in atomically thin semiconductors [PDF]
Probing the dark state Excitons, electron-hole pairs held together by Coulomb attraction, can be generated in semiconductors under excitation and greatly influence the material's optoelectronic properties.
J. Madéo +13 more
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ABHD4-dependent developmental anoikis safeguards the embryonic brain
During embryonic development, neural progenitor cells undergo numerous cell divisions. Here, the authors show that ABHD4-mediated developmental anoikis distinguishes the physiological delamination and the pathological detachment of progenitor cells with ...
Zsófia I. László +9 more
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This is the most complete handbook on the quantum theory of angular momentum. Containing basic definitions and theorems as well as relations, tables of formula and numerical tables which are essential for applications to many physical problems, the book ...
D. Varshalovich +2 more
semanticscholar +1 more source
Momentum and disposition effect in the US stock market
This paper examines whether momentum drives the disposition effect and vice versa in the US stock market. The results from the analysis of the Fama-Macbethregressions show that the disposition effect drives momentum but not the other way around ...
Ranjeeta Sadhwani, M. U. R. Bhayo
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