Paule-Vianez, Jessica; Lobão, Júlio; … - In: Journal of Financial Economic Policy 13 (2021) 3, pp. 285-300
Purpose: This paper aims to evaluate the influence of economic policy uncertainty (EPU) on the momentum effect, analysing its influence depending on the economic cycle and in different quantiles. Design/methodology/approach: To determine the influence of EPU in the momentum effect taking into...
