Goel, Garima; Dash, Saumya Ranjan; Mata, Mário Nuno; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-17
coverage of policy-related issues, and momentum profits. Momentum remains an unexplained anomaly. Our findings reveal a … statistically negative association between EPU and hedge momentum portfolios. The short side portfolio dominates this effect as …