Nonlinear effect of sentiment on momentum (Q2054839): Difference between revisions

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-.1016/j.jedc.2021.104253
@@ Property / DOI: 10.1016/j.jedc.2021.104253 / rank @@
-Normal rank
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+Advance information and asset prices
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+Herding, trend chasing and market volatility
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+Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
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+Asset allocation with time series momentum and reversal
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+Q4139359
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+.1016/J.JEDC.2021.104253
@@ Property / DOI: 10.1016/J.JEDC.2021.104253 / rank @@
+Normal rank