Evaluating a news-aware quantitative trader: The effect of momentum and contrarian stock selection strategies
Robert P. Schumaker, Hsinchun Chen
- Anthology ID:
- DBLP:journals/jasis/SchumakerC08
- Volume:
- 2008 Volume 59 Issue 2
- Year:
- 2008
- Venue:
- jasis_journal
- Pages:
- 247–255
- URL:
- https://doi.org/10.1002/asi.20739
- DOI:
- 10.1002/asi.20739
- DBLP:
- journals/jasis/SchumakerC08
