Adam Harper

University of South Alabama

307 University Blvd

Mobile, AL 36688

United States

  • University of South Alabama

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Investor Sentiment, Style Investing, and Momentum

Journal of Financial Markets, Forthcoming
Number of pages: 50 Posted: 01 Jun 2022
Samar Ashour, Grace Qing Hao and Adam Harper
University of Arkansas, Department of Finance and Real Estate, The University of Texas at Arlington and University of South Alabama
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Abstract:

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Investor sentiment, Style investing, Comovement, Momentum, Return predictability, Behavioral finance