Advertising return momentum and residual momentum
博士 === 國立中山大學 === 財務管理學系研究所 === 104 === Extensive finance literature discusses the interactive relationship between momentum strategies and investor attention and sentiment. This paper goes further by considering both cross-section characteristics, i.e. the impact of investors’ attention on the prof...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6td8ss |