Julien Messias

Université Paris Dauphine

Visiting Lecturer

Place du Maréchal de Tassigny

Paris, Cedex 16 75775

France

Quantology Capital Management

Managing Director

5 Avenue Ingres

PARIS, 75016

France

SCHOLARLY PAPERS

3

DOWNLOADS

123

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Why US Investing Differs a Lot from Europe Investing...

Number of pages: 61 Posted: 17 Dec 2015 Last Revised: 28 Dec 2015
Julien Messias
Université Paris Dauphine
Downloads 123 (249,614)

Abstract:

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Momentum investing, Factor investing, Fundamental investing, Europe, US, Japan, Stock-picking

2.

Momentum Method

Posted: 20 Feb 2016
Julien Messias
Université Paris Dauphine

Abstract:

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Momentum investing, US High Growth Equity

3.

Post Earnings Announcement Drift, a Price Signal?

Posted: 31 May 2015
Julien Messias
Université Paris Dauphine

Abstract:

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Momentum trading; Earnings releases; Post-earnings-announcement drift; Price signal; Predictability