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Published in 2022 at "SAGE Open"
DOI: 10.1177/21582440221079873
Abstract: We examine the cross-sectional seasonality of stock excess returns in China. We find that stocks’ historical excess returns are positively related to their future excess returns under a congruent-mood period and negatively associated with their…
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Keywords:
mood beta;
returns china;
mood;
excess returns ... See more keywords