Sentiment-based momentum strategy
Year of publication: |
2018
|
---|---|
Authors: | Kim, Byungoh ; Suh, Sangwon |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 58.2018, p. 52-68
|
Subject: | Momentum | Momentum profit predictability | Portfolio performance | Sentiment | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Momentenmethode | Method of moments | Wertpapierhandel | Securities trading |
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