Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors |
scientific article |
Statements
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (English)
0 references
13 June 2022
0 references
momentum
0 references
sentiment
0 references
Granger causality
0 references
bootstrap
0 references
probit
0 references
0 references
0 references