Mood Betas and Seasonalities in Stock Returns
收藏数据链接：
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
