Economic policy uncertainty and stock return momentum
This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper coverage of policy-related issues, and momentum profits. Momentum remains an unexplained anomaly. Our findings reveal a statistically negative association between EPU and hedge momentum p...
| Autor principal: | |
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| Outros Autores: | , , , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2021
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.15/3485 |
| País: | Portugal |
| Oai: | oai:repositorio.ipsantarem.pt:10400.15/3485 |