当前位置: X-MOL 学术Quantitative Finance › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Technical analysis as a sentiment barometer and the cross-section of stock returns
Quantitative Finance ( IF 1.3 ) Pub Date : 2023-09-01 , DOI: 10.1080/14697688.2023.2244991
Wenjie Ding 1 , Khelifa Mazouz 2 , Owain ap Gwilym 3 , Qingwei Wang 1
Affiliation  

This paper explores an unexamined sentiment channel through which technical analysis can add value. We use a spectrum of technical trading strategies to build a daily market sentiment indicator tha...

中文翻译:

作为情绪晴雨表的技术分析和股票回报的横截面

本文探讨了一种未经检验的情绪渠道,通过该渠道技术分析可以增加价值。我们使用一系列技术交易策略来构建每日市场情绪指标...
更新日期:2023-09-01
down
wechat
bug