The momentum and reversal effects of investor sentiment on stock prices
Year of publication: |
2020
|
---|---|
Authors: | Li, Jinfang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-13
|
Subject: | Investor sentiment | Momentum | Nonparametric regression | Reversal effect | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Momentenmethode | Method of moments |
-
Momentum effect in US stocks : an exponential effect
Alhenawi, Yasser, (2013)
-
Revisiting disposition effect and momentum : a quantile regression perspective
Ahmed, Mohamed S., (2021)
-
Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo, (2020)
- More ...
-
The term structure effects of individual stock investor sentiment on excess returns
Li, Jinfang, (2020)
-
The asymmetric effects of investor sentiment and monetary policy on stock prices
Li, Jinfang, (2015)
-
Multi-period sentiment asset pricing model with information
Li, Jinfang, (2014)
- More ...