2022 Conference Videos

2022 Conference Highlights

Welcome Remarks

What Drives Momentum and Reversal? Evidence from Day and Night Signals

Presentation of the Jacobs Levy Center Research Paper Prizes

Do Common Factors Really Explain the Cross-Section of Stock Returns?

Panel Discussion: The Past, Present, and Future of Momentum

New Perspectives onĀ Stocks for the Long Run

The Virtue of Complexity in Return Prediction

Presentation of the 2021 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation For Research on Momentum Investing