Are momentum traders different? Implications for the momentum puzzle
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2010.491462
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3. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
4. Bask, M. (2009) Announcement effects on exchange rates,International Journal of Finance and Economics,14, 64–84.
5. Does culture influence asset managers’ views and behavior?
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