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...
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| Other Authors: | , , , , |
| Format: | article |
| Language: | eng |
| Published: |
2021
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10071/22478 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/22478 |