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Cognitive Dissonance, Sentiment, and Momentum by lisa desiana is a document available to read on EtoBox.
What is Cognitive Dissonance, Sentiment, and Momentum about?
The study investigates the impact of investor sentiment on the profitability of momentum strategies in stock markets, proposing that cognitive dissonance from contradictory news affects how investors react to stock price movements. The authors find that momentum profits are significantly higher during optimistic sentiment periods, while they diminish during pessimistic periods, primarily due to small investors
- Author
- lisa desiana
- Language
- EN