Top 10 Stock Screening strategies that make money
This book covers the following topics: upgrades and revisions2 - a winning strategy for beating the market, filtering the zacks rank: tips on trading the zacks rank, return on equity2 (roe2) - part of a winning screening strategy, earnings acceleration: the difference between good stocks and great stocks, big money, increasing p/e’s for stocks on the move, cheap stocks and big returns (a, something for everyone: growth and value, creating a custom consensus of your winningest screens, more winning strategies
Author(s): Kevin Matras
56 Pages 
The Stock Market and Investment Harvard
This PDF has contents related to Stock Trading. In this paper, they try to address empirically the broader question of how the stock market affects investment. They identify four theories that explain the correlation between stock returns and subsequent investment. The first says that the stock market is a passive predictor of future activity that managers do not rely on to make investment decisions. The second theory says that, in making investment decisions, managers rely on the stock market as a source of information, which may or may not be correct about future fundamentals. The third theory, which is perhaps the most common view of the stock market's influence, says that the stock market affects investment through its influence on the cost of funds and external financing. Finally, the fourth theory says that the stock market exerts pressure on investment quite aside from its informational and financing role, because managers have to cater to investors' opinions in order to protect their livelihood.
Author(s): Randall Morck, University of Alberta, Andrei Shleifer, Harvard University, Robert W. Vishny, University of Chicago
59 Pages
This guide tries to balance the asset-pricing literature by reviewing the quantity implications of a dynamic general equilibrium model of asset markets under uncertainty, and investigating those implications empirically. Topics covered includes: Measuring Trading Activity, The Data, Time-Series Properties, Cross-Sectional Properties, Volume Implications of Portfolio Theory, Volume Implications of Intertemporal Asset-Pricing Models.
Author(s): Andrew W. Lo and Jiang Wang
102 Pages
