1

Active momentum trading versus passive ‘ naive diversification’

Year:
2013
Language:
english
File:
PDF, 431 KB
english, 2013
2

Informed momentum trading versus uninformed “naive” investors strategies

Year:
2011
Language:
english
File:
PDF, 1.23 MB
english, 2011
3

Investor sentiment as conditioning information in asset pricing

Year:
2009
Language:
english
File:
PDF, 207 KB
english, 2009
12

When does investor sentiment predict stock returns?

Year:
2012
Language:
english
File:
PDF, 525 KB
english, 2012
14

Return Predictability of Higher-Moment CAPM Market Models

Year:
2008
Language:
english
File:
PDF, 246 KB
english, 2008
16

Active Momentum Trading versus Passive '1/N Naive Diversification'

Year:
2011
Language:
english
File:
PDF, 302 KB
english, 2011
18

The Fed and the Stock Market: A Tale of Sentiment States

Year:
2018
Language:
english
File:
PDF, 765 KB
english, 2018
21

Return Predictability of Higher-Moment CAPM Market Models

Year:
2008
Language:
english
File:
PDF, 178 KB
english, 2008
25

Bank Political Connections and Performance in China

Year:
2017
Language:
english
File:
PDF, 683 KB
english, 2017
26

When Does Investor Sentiment Predict Stock Returns?

Year:
2010
Language:
english
File:
PDF, 1.22 MB
english, 2010