Nonlinear effect of sentiment on momentum (Q2054839)
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scientific article; zbMATH DE number 7438491
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonlinear effect of sentiment on momentum |
scientific article; zbMATH DE number 7438491 |
Statements
Nonlinear effect of sentiment on momentum (English)
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3 December 2021
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extrapolation
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investor sentiment
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spillovers
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momentum
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skewness
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0.7574704885482788
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0.7256065011024475
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0.7236962914466858
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0.7197973728179932
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