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Columbine White Papers

We're constantly searching for new sources of alpha and techniques to improve our models. In addition, our clients often suggest research topics that we find intriguing. What we learn from all this testing gets incorporated into our services, but we also share our findings with our clients in the form of white paper reports.

Return on Equity Factor White Paper   (May, 2010)

The January Effect Revisited   (February, 2010)

Factor Success Rates   (April, 2007)

The Columbine Alpha Model and Trading Volume  (August, 2004)

Columbine Alpha around the World  (April, 2004)

Value Spreads as Style Predictors  (December, 2003)

Predicting the January Effect  (November, 2001)

Price Momentum -- A Twenty Year Research Effort  (August, 2001)


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