Ditemukan 1 dokumen yang sesuai dengan query
Kiarash Mehrania, author
In this study, we analyze contrarian and momentum strategies in periods associated with optimism or pessimism, and we compare them to the normal market sentiment condition. We evaluate the sentiment using the Arms adjusted index. Then, using the vector autoregressive test, we analyze the relationships among sentiment, stock returns, excess...
Tehran: Islamic Azad University, Department of Financial Management, Tehran Science and Research Branch, 2016
J-Pdf
Artikel Jurnal Universitas Indonesia Library
