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 |
|---|---|
| Year: | 2008 |
| Venue: | Journal of the Association for Information Science and Technology (JASIST) |
| Pages: | 247-255 |
| URL: | https://doi.org/10.1002/ASI.20739 |
| DOI: | https://doi.org/10.1002/ASI.20739 |
| DBLP: | journals/jasis/SchumakerC08 |
| BibTeX: |
@article{schumaker-2008-evaluating,
author = {Robert P. Schumaker and
Hsinchun Chen},
title = {{Evaluating a news-aware quantitative trader: The effect of momentum and contrarian stock selection strategies}},
journal = {Journal of the Association for Information Science and Technology (JASIST)},
volume = {59},
number = {2},
pages = {247--255},
year = {2008},
url = {https://doi.org/10.1002/ASI.20739},
doi = {https://doi.org/10.1002/ASI.20739}
}