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On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
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Does Chinese investor sentiment predict Asia-pacific stock markets? : evidence from a nonparametric causality-in-quantiles test
Li, Xiao - In: Finance research letters 38 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012485085
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Twitter's daily happiness sentiment and the predictability of stock returns
You, Wan-hai; Guo, Yawei; Peng, Cheng - In: Finance research letters 23 (2017), pp. 58-64
Persistent link: https://www.econbiz.de/10011808358
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Understanding time-varying short-horizon predictability
Hammami, Yacine; Zhu, Jie - In: Finance research letters 32 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430744
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Photo sentiment and stock returns around the world
Chiah, Mardy; Hu, Xiaolu; Zhong, Angel - In: Finance research letters 46 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013341825
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Ambiguous investor sentiment
Wagner, Moritz; Wei, Xiaopeng - In: Finance research letters 67 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015061580
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Trade momentum for alpha
Hong, Weiting - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245331
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Reversal of Monday returns : it is the afternoon that matters
Pigorsch, Uta; Schäfer, Sebastian - In: Finance research letters 65 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014563770
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Bottom-up sentiment and return predictability of the market portfolio
Guo, Jiaqi; Li, Youwei; Zheng, Min - In: Finance research letters 29 (2019), pp. 57-60
Persistent link: https://www.econbiz.de/10012417714
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Predicting cryptocurrency returns for real-world investments : a daily updated and accessible predictor
He, Mengxi; Shen, Lihua; Zhang, Yaojie; Zhang, Yi - In: Finance research letters 58 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014584792