Cross-Sectional Mood Reversal Strategy in Equities

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Academic paper

Mood Beta and Seasonalities in Stock Returns

AuthorsDavid Hirshleifer; Danling Jiang; Yuting Meng

Institute
  • National Bureau of Economic Research
  • Marshall School of Business, USC
  • National Bureau of Economic Research (NBER)
  • Stony Brook University
  • College of Business, Stony Brook University
  • University of South Florida St. Petersburg
  • University of South Florida - Department of Finance

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