Price reversal and heterogeneous belief
Y Li, C Liang, TLD Huynh, Q He - International Review of Economics & …, 2022 - Elsevier
We consider that due to the average belief of investors on a stock changing from bullish
(bearish) to bearish (bullish) during an entire reversal process, it is a special characteristic …
(bearish) to bearish (bullish) during an entire reversal process, it is a special characteristic …
[PDF][PDF] Quantifying Alpha of Active Managers: A Case Study on Factor-Based Performance Attribution in Fixed-Income
J Traut, A Simonov, M Meitner - Research Journal for Applied Management, 2022 - ism.de
This paper contributes to the ongoing debate of whether active investing is still worthwhile in
presence of factor investing. It provides a universal framework that selects presumably factor …
presence of factor investing. It provides a universal framework that selects presumably factor …