Matches in SemOpenAlex for { <https://semopenalex.org/work/W2606362242> ?p ?o ?g. }
Showing items 1 to 65 of
65
with 100 items per page.
- W2606362242 abstract "The success of mutual funds engaging in momentum and contrarian trading strategies is predicated on the identification of mispriced stocks. Stock investor sentiment betas capture salient characteristics that predispose stocks to mispricing. Funds engage in momentum and contrarian trading in equal proportions, but differ in the sentiment betas of the stocks in their portfolios. Momentum funds hold stocks with higher sentiment betas, and with a wider spread of betas compared to contrarian funds. Fund excess returns are strongly related to Baker and Wurgler’s (2007) change in sentiment index, and the mean and spread of the sentiment betas of their stocks." @default.
- W2606362242 created "2017-04-28" @default.
- W2606362242 creator A5013629640 @default.
- W2606362242 creator A5025544319 @default.
- W2606362242 creator A5069804422 @default.
- W2606362242 creator A5073120799 @default.
- W2606362242 date "2010-01-01" @default.
- W2606362242 modified "2023-09-27" @default.
- W2606362242 title "Investor Sentiment and the Performance of Mutual Funds Pursuing Momentum and Contrarian Trading Strategies" @default.
- W2606362242 hasPublicationYear "2010" @default.
- W2606362242 type Work @default.
- W2606362242 sameAs 2606362242 @default.
- W2606362242 citedByCount "0" @default.
- W2606362242 crossrefType "journal-article" @default.
- W2606362242 hasAuthorship W2606362242A5013629640 @default.
- W2606362242 hasAuthorship W2606362242A5025544319 @default.
- W2606362242 hasAuthorship W2606362242A5069804422 @default.
- W2606362242 hasAuthorship W2606362242A5073120799 @default.
- W2606362242 hasConcept C106159729 @default.
- W2606362242 hasConcept C127413603 @default.
- W2606362242 hasConcept C131562839 @default.
- W2606362242 hasConcept C144133560 @default.
- W2606362242 hasConcept C162324750 @default.
- W2606362242 hasConcept C204036174 @default.
- W2606362242 hasConcept C2779652781 @default.
- W2606362242 hasConcept C556758197 @default.
- W2606362242 hasConcept C60718061 @default.
- W2606362242 hasConcept C78519656 @default.
- W2606362242 hasConceptScore W2606362242C106159729 @default.
- W2606362242 hasConceptScore W2606362242C127413603 @default.
- W2606362242 hasConceptScore W2606362242C131562839 @default.
- W2606362242 hasConceptScore W2606362242C144133560 @default.
- W2606362242 hasConceptScore W2606362242C162324750 @default.
- W2606362242 hasConceptScore W2606362242C204036174 @default.
- W2606362242 hasConceptScore W2606362242C2779652781 @default.
- W2606362242 hasConceptScore W2606362242C556758197 @default.
- W2606362242 hasConceptScore W2606362242C60718061 @default.
- W2606362242 hasConceptScore W2606362242C78519656 @default.
- W2606362242 hasLocation W26063622421 @default.
- W2606362242 hasOpenAccess W2606362242 @default.
- W2606362242 hasPrimaryLocation W26063622421 @default.
- W2606362242 hasRelatedWork W1540213501 @default.
- W2606362242 hasRelatedWork W1994903439 @default.
- W2606362242 hasRelatedWork W2022876832 @default.
- W2606362242 hasRelatedWork W2052231146 @default.
- W2606362242 hasRelatedWork W2141399757 @default.
- W2606362242 hasRelatedWork W2349760754 @default.
- W2606362242 hasRelatedWork W2488071281 @default.
- W2606362242 hasRelatedWork W2506541322 @default.
- W2606362242 hasRelatedWork W2592546848 @default.
- W2606362242 hasRelatedWork W2622106505 @default.
- W2606362242 hasRelatedWork W2764260793 @default.
- W2606362242 hasRelatedWork W2894995912 @default.
- W2606362242 hasRelatedWork W3025306794 @default.
- W2606362242 hasRelatedWork W3042487900 @default.
- W2606362242 hasRelatedWork W3042637521 @default.
- W2606362242 hasRelatedWork W3091810232 @default.
- W2606362242 hasRelatedWork W3138720423 @default.
- W2606362242 hasRelatedWork W370230416 @default.
- W2606362242 hasRelatedWork W2534915310 @default.
- W2606362242 hasRelatedWork W3048625978 @default.
- W2606362242 isParatext "false" @default.
- W2606362242 isRetracted "false" @default.
- W2606362242 magId "2606362242" @default.
- W2606362242 workType "article" @default.