Fear and Greed: A Returns-Based Trading Strategy around Earnings Announcements

Jansen Ivo Ph.; Nikiforov Andrei L.

首页> 外文期刊>The Journal of Portfolio Management >Fear and Greed: A Returns-Based Trading Strategy around Earnings Announcements

【24h】

Fear and Greed: A Returns-Based Trading Strategy around Earnings Announcements

机译：恐惧与贪婪：基于收益公告的基于收益的交易策略

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

著录项
相似文献
相关主题

著录项

来源
《The Journal of Portfolio Management》 |2016年第4期|88-95|共8页
作者
Jansen Ivo Ph.; Nikiforov Andrei L.;
展开▼
作者单位

Rutgers Univ Camden, Camden, NJ 08102 USA;

Rutgers Univ Camden, Camden, NJ 08102 USA;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词

相似文献

外文文献
中文文献
专利

1. Fear and Greed: A Returns-Based Trading Strategy around Earnings Announcements [J] . Ivo Jansen, Andrei Nikiforov The Journal of Portfolio Management . 2017,第2APPa期

机译：恐惧与贪婪：基于收益公告的基于收益的交易策略
2. The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy [J] . Qi Zhang, Charlie X. Cai, Kevin Keasey Review of quantitative finance and accounting . 2014,第3期

机译：盈余公告后漂移交易策略的盈利能力，成本和系统风险
3. Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium [J] . Levi Shai, Zhang Xiao-Jun Journal of financial economics . 2015,第2期

机译：收益公告和公告收益溢价之前流动性交易的不对称减少
4. Beyond earnings surprise: Incremental information about future earnings around earnings announcement [C] . James S. Ang, Shaojun Zhang 2005 China International Conference in Finance (CICF 2005) . 2005

机译：超越收益意外：收益公告前后有关未来收益的增量信息
5. Mutual and hedge fund investment strategies: Trading based on post earnings announcement drift anomaly. [D] . Coskun, Ali. 2009

机译：共同和对冲基金投资策略：基于盈余公告后的漂移异常进行交易。
6. Greed and Fear in Network Reciprocity: Implications for Cooperation among Organizations [O] . James A. Kitts, Diego F. Leal, Will Felps, -1

机译：对网络互惠的贪婪与恐惧：对组织间合作的启示
7. Need, Greed and Noise: Competing Strategies in a Trading Model [O] . Donangelo, R., Hansen, A., Sneppen, K., 2004

机译：需求，贪婪和噪音：交易模型中的竞争策略

Fear and Greed: A Returns-Based Trading Strategy around Earnings Announcements

著录项

相似文献

相关主题

期刊订阅