Assignment
Individual Research Summaries: You are required to identify 1 practitioner-friendly articlespublished in the Journal of Finance, the RFS, the JFE, or JFQA, and draft a summary (3 pages, max) that covers the following elements:
• Strategy Overview
How does the strategy work? How does it perform?
• Data Requirements
What data is required to implement? What data was used to backtest?
Discussion
What is the economics behind the strategy? Why does it work? Why are the markets inefficient?
• Commentary
Are there any implementation issues? Liquidity? Short-sell constraints?Are there environments in which the strategy will thrive or suffer?
Format your assignment according to the following formatting requirements:
1. The answer should be typed, double spaced, using Times New Roman font (size 12), with one-inch margins on all sides.
2. The response also include a cover page containing the title of the assignment, the student's name, the course title, and the date. The cover page is not included in the required page length.
3. Also Include a reference page. The Citations and references should follow APA format. The reference page is not included in the required page length.