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Reversing the Trend of Short-Term Reversal

https://doi.org/10.2139/ssrn.4575689
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Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 27 checked references that resolve
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Stock price reaction to news and no-news: drift and reversal after headlines
resolves10.1287/mnsc.2013.1766
A Closer Look at the Short-Term Return Reversal
resolves10.1016/j.jbankfin.2011.07.015
Another look at trading costs and short-term reversal profits
resolves10.1016/0304-405X(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1016/j.jfineco.2014.10.010
A five-factor asset pricing model
resolves10.1016/j.jfineco.2016.11.004
International tests of a five-factor asset pricing model
resolves10.1093/rfs/hhaa009
Empirical Asset Pricing via Machine Learning
resolves10.3905/jpm.2019.45.3.013
Factor Momentum Everywhere
resolves10.1016/j.finmar.2006.09.002
Momentum, reversal, and the trading behaviors of institutions
resolves10.1017/S0022109014000404
Industries and Stock Return Reversals
resolves10.1016/j.ememar.2023.101022
Machine learning and the cross-section of emerging market stock returns
resolves10.1111/j.1540-6261.1990.tb05110.x
Evidence of Predictable Behavior of Security Returns
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/j.jfineco.2021.04.003
Pervasive underreaction: Evidence from high-frequency data
resolves10.2307/2937816
Fads, Martingales, and Market Efficiency
resolves10.1093/rfs/hhab055
Short-term Momentum
resolves10.1142/S2010139219500022
Short-Term Return Reversals and Intraday Transactions
resolves10.1111/0022-1082.00146
Do Industries Explain Momentum?
resolves10.1093/rfs/hhs066
Evaporating Liquidity
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A Taxonomy of Anomalies and Their Trading Costs
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Persuasive evidence of market inefficiency
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
The 6 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref5
no DOI — not checkedReversals and the Returns to Liquidity Provision
no DOI — not checkedref27
no DOI — not checkedA Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
no DOI — not checkedDeveloped markets America Europe Pacific Exhibit 3: Performance of the generic and industry-relative short-term reversal factors -50% 0% 50% 100% 150% 200% 250
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