Mood Betas and Seasonalities in Stock Returns
收藏NBER2018-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w24676
下载链接
链接失效反馈官方服务：
资源简介：
Existing research has documented cross-sectional seasonality of stock returnsthe periodic outperformance of certain stocks during the same calendar months or weekdays. A model in which assets differ in their sensitivities to investor mood explains these effects and implies other seasonal patterns.
提供机构：
美国国家经济研究局
创建时间：
2018-06-01
