SMEAL WIKI

A Tale of Two Anomalies: Value, Momentum, and Risk Sentiment

CHRISTIAN T. LUNDBLAD, Mihail Velikov, Haowei Yuan, Alexei Zhdanov
Year2025
VenueSSRN Electronic Journal
Typepreprint
Citations0
DOI10.2139/ssrn.5422514
OpenAlexW4414052400

Topics

Financial Markets and Investment StrategiesRisk appetiteMomentum (technical analysis)Capital asset pricing modelFinancial economicsAnomaly (physics)