Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?

Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?

Bibliographic Details
Main Author:	Dellner, Johan
Format:	Others
Language:	English
Published:	KTH, Matematik (Inst.) 2011
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-31531

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