Market states, expectations, sentiment and momentum: How naive are investors?

Galariotis, EC, Holmes, P, Kallinterakis, V et al. (1 more author) (2014) Market states, expectations, sentiment and momentum: How naive are investors? International Review of Financial Analysis, 32. pp. 1-12. ISSN 1057-5219

Abstract

Metadata

Authors/Creators:
  • Galariotis, EC
  • Holmes, P
  • Kallinterakis, V
  • Ma, XS
Copyright, Publisher and Additional Information: © 2014 Elsevier Inc. This is an author produced version of a paper published in International Review of Financial Analysis. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Momentum; Futures; Expectations; Sentiment; Market states
Dates:
  • Published: March 2014
  • Accepted: 12 December 2013
  • Published (online): 21 December 2013
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 22 Jun 2016 15:01
Last Modified: 17 Jan 2018 05:48
Published Version: http://dx.doi.org/10.1016/j.irfa.2013.12.004
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.irfa.2013.12.004
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