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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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A look under the hood of momentum funds
Banegas, Ayelen; Rosa, Carlo - In: Economics letters 217 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013465321
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Factor returns and FOMC announcements : the role of sentiment
Dotsis, George; Rosa, Carlo - In: The quarterly review of economics and finance 97 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015187664