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A new investor sentiment indicator (ISI) based on artificial intelligence : a powerful return predictor in China
Ruan, Qingsong; Wang, Zilin; Zhou, Yaping; Lv, Dayong - In: Economic modelling 88 (2020), pp. 47-58
Persistent link: https://www.econbiz.de/10012416839
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Investor sentiment and the prediction of stock returns : a quantile regression approach
Ma, Chen; Xiao, Shisong; Ma, Zonggang - In: Applied economics 50 (2018) 50, pp. 5401-5415
Persistent link: https://www.econbiz.de/10012062185
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Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market
Gang, Jianhua; Qian, Zongxin; Xu, Tiange - In: Economic modelling 83 (2019), pp. 364-371
Persistent link: https://www.econbiz.de/10012206416
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Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
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Alpha decay and Sharpe ratio : two measures of investor performance
Guo, Ming; Ou-Yang, Hui - In: Economic modelling 104 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013163977
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Can fat-tail create the momentum and reversal?
Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863
Persistent link: https://www.econbiz.de/10012306509
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Improving market timing of time series momentum in the Chinese stock market
Qin, Yafeng; Pan, Guoyao; Bai, Min - In: Applied economics 52 (2020) 43, pp. 4711-4725
Persistent link: https://www.econbiz.de/10012298683
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Short-termism of long-term investors? : the investment behaviour of Dutch insurance companies and pension funds
Duijm, Patty; Steins Bisschop, Sophie - In: Applied economics 50 (2018) 31, pp. 3376-3387
Persistent link: https://www.econbiz.de/10012038647
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Combining value and momentum : evidence from the Nordic equity market
Grobys, Klaus; Huhta-Halkola, Topi - In: Applied economics 51 (2019) 26, pp. 2872-2884
Persistent link: https://www.econbiz.de/10012196759
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Asset pricing and institutional investors with disagreements
Ma, Chaoqun; Wang, Hailong; Cheng, Fengchao; Hu, Duni - In: Economic modelling 64 (2017), pp. 231-248
Persistent link: https://www.econbiz.de/10011760916