Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors |
scientific article |
Statements
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (English)
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13 June 2022
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momentum
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sentiment
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Granger causality
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bootstrap
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probit
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