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ArticleSentiment-based momentum strategy

Byungoh Kim2018

Article2018

Sentiment-based momentum strategy

Byungoh Kim · Sangwon Suh

18 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2014A five-factor asset pricing model 2006Investor Sentiment and the Cross‐Section of Stock Returns 1998Investor Psychology and Security Market Under‐ and Overreactions 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 2020Integración de los mercados financieros Latinoamericanos por medio de MILA 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

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Year2018

Typearticle

Published2018-05-13

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations18

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2018.04.004

openalex_workW2804772714

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